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Elements of Stochastic Modelling by Konstantin Borovkov

Elements of Stochastic Modelling

by Konstantin Borovkov
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Book cover type: Hardcover
  • ISBN13: 9789812383006
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 356
  • Original Price: USD 58.0
  • Language: English
  • Edition: N/A
  • Item Weight: 622 grams
  • BISAC Subject(s): Probability & Statistics / Regression Analysis

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.

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