Elements of stochastic modelling / K. Borovkov.

By:

Borovkov, K. A. (Konstantin Aleksandrovich) [author.]

Material type: Text

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

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Previous	519.22 MED Stochastic integration theory /	519.22 STO Stochastic analysis and partial differential equations : Emphasis Year 2004-2005 on Stochastic Analysis and Partial Differential equations, Northwestern University, Evanston, Illinois /	519.23 BEI Stochastic processes in science, engineering, and finance /	519.23 BOR Elements of stochastic modelling /	519.23 DAL An introduction to the theory of point processes /	519.23 HAJ Random processes for engineers /	519.23 ITO Stochastic processes : lectures given at Aarhus University /	Next

Includes bibliographical references and index.

"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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