TY  - BOOK
AU  - Borovkov,K.A.
TI  - Elements of stochastic modelling
SN  - 981238300X
AV  - QA274 .B655 2003
U1  - 519.23 22
PY  - 2003///]
CY  - River Edge, N.J.
PB  - World Scientific
KW  - Stochastic processes
KW  - Mathematical models
KW  - Computer simulation
N1  - 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
N2  - "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
ER  -