Elements Of Stochastic Modelling

Konstantin Borovkov (The Univ Of Melbourne, Australia)

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English

World Scientific
04 March 2003

Mathematics & Sciences; Probability & statistics; Mathematical modelling; Stochastics

This textbook has been developed from the lecture notes for a one-semester course on stochastic modelling. It reviews the basics of probability theory and then covers the following topics: Markov chains, Markov decision processes, elements of queueing theory, basic renewal theory, elements of time series and simulation. Rigorous proofs are often replaced with sketches of arguments - with indications as to why a particular result holds, and also how it is connected with other results - and illustrated by examples. Wherever possible, the book includes references to more specialized texts containing both proofs and more advanced material related to the topics covered.

By: Konstantin Borovkov (The Univ Of Melbourne Australia)
Imprint: World Scientific
Country of Publication: Singapore
Dimensions: Height: 230mm, Width: 152mm, Spine: 20mm
Weight: 499g
ISBN: 9789812383013
ISBN 10: 9812383018
Pages: 356
Publication Date: 04 March 2003
Audience: College/higher education , Professional and scholarly , Professional & Vocational , A / AS level , Further / Higher Education
Format: Hardback
Publisher's Status: Unspecified