Elements of stochastic modelling /
Stochastic modelling
K. Borovkov.
- xiii, 342 pages : illustrations ; 24 cm
Includes bibliographical references and index.
Introduction -- Basics of probability theory -- Markov chains -- Markov decision processes -- The exponential distribution and Poisson process -- Jump Markov processes -- Elements of queueing theory -- Elements of renewal theory -- Elements of time series -- Elements of simulation. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10.
"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.