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Elements of stochastic modelling / K. Borovkov.

By: Material type: TextTextPublisher: River Edge, N.J. : World Scientific, [2003]Copyright date: ©2003Description: xiii, 342 pages : illustrations ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 981238300X
  • 9789812383006
  • 9812383018
  • 9789812383013
Other title:
  • Stochastic modelling
Subject(s): DDC classification:
  • 519.23 22
LOC classification:
  • QA274 .B655 2003
Contents:
1. Introduction -- 2. Basics of probability theory -- 3. Markov chains -- 4. Markov decision processes -- 5. The exponential distribution and Poisson process -- 6. Jump Markov processes -- 7. Elements of queueing theory -- 8. Elements of renewal theory -- 9. Elements of time series -- 10. Elements of simulation.
Review: "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, jump Markov 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 specialised texts containing both proofs and more advanced material related to the topics covered."--BOOK JACKET.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 519.23 BOR (Browse shelf(Opens below)) 1 Available A401968B

Includes bibliographical references and index.

1. Introduction -- 2. Basics of probability theory -- 3. Markov chains -- 4. Markov decision processes -- 5. The exponential distribution and Poisson process -- 6. Jump Markov processes -- 7. Elements of queueing theory -- 8. Elements of renewal theory -- 9. Elements of time series -- 10. Elements of simulation.

"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, jump Markov 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 specialised texts containing both proofs and more advanced material related to the topics covered."--BOOK JACKET.

Machine converted from AACR2 source record.

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