Elements of stochastic modelling - Couverture souple

Borovkov, K. A.

 
9789812383013: Elements of stochastic modelling

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Autres éditions populaires du même titre

9789812383006: Elements of Stochastic Modeling

Edition présentée

ISBN 10 :  981238300X ISBN 13 :  9789812383006
Editeur : World Scientific Publishing Co P..., 2003
Couverture rigide