Elements of stochastic modelling / K. Borovkov.
Material type: TextPublisher: River Edge, N.J. : World Scientific, [2003]Copyright date: ©2003Description: xiii, 342 pages : illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 981238300X
- 9789812383006
- 9812383018
- 9789812383013
- Stochastic modelling
- 519.23 22
- QA274 .B655 2003
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.
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