Elements of Stochastic Modelling (Paperback)

Elements of Stochastic Modelling By Konstantin Borovkov Cover Image

Elements of Stochastic Modelling (Paperback)


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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.

Product Details ISBN: 9789812383013
ISBN-10: 9812383018
Publisher: World Scientific Publishing Company
Publication Date: February 1st, 2003
Pages: 356
Language: English