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Elements of Stochastic Modelling by Konstantin Borovkov (2014, Trade Paperback)
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About this product
Product Identifiers
PublisherWorld Industries Scientific Publishing Co Pte LTD
ISBN-109814571164
ISBN-139789814571166
eBay Product ID (ePID)203680012
Product Key Features
Number of Pages500 Pages
Publication NameElements of Stochastic Modelling
LanguageEnglish
Publication Year2014
SubjectProbability & Statistics / Stochastic Processes, Computer Simulation, General, Applied
TypeTextbook
AuthorKonstantin Borovkov
Subject AreaMathematics, Computers, Business & Economics
FormatTrade Paperback
Dimensions
Item Weight0 Oz
Additional Product Features
Edition Number2
LCCN2014-010103
Dewey Edition23
IllustratedYes
Dewey Decimal519.2/3
SynopsisThis is the expanded second edition of a successful textbook that provides a broad introduction to important areas of stochastic modelling. The original text was developed from lecture notes for a one-semester course for third-year science and actuarial students at the University of Melbourne. It reviewed the basics of probability theory and then covered the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation.The present edition adds new chapters on elements of stochastic calculus and introductory mathematical finance that logically complement the topics chosen for the first edition. This makes the book suitable for a larger variety of university courses presenting the fundamentals of modern stochastic modelling. Instead of rigorous proofs we often give only sketches of the arguments, with indications as to why a particular result holds and also how it is related to other results, and illustrate them by examples. Wherever possible, the book includes references to more specialised texts on respective topics that contain both proofs and more advanced material., This is the expanded second edition of a successful textbook that provides a broad introduction to important areas of stochastic modelling. The original text was developed from lecture notes for a one-semester course for third-year science and actuarial students at the University of Melbourne. It reviewed the basics of probability theory and then covered the following topics: Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation. The present edition adds new chapters on elements of stochastic calculus and introductory mathematical finance that logically complement the topics chosen for the first edition. This makes the book suitable for a larger variety of university courses presenting the fundamentals of modern stochastic modelling. Instead of rigorous proofs we often give only sketches of the arguments, with indications as to why a particular result holds and also how it is related to other results, and illustrate them by examples. Wherever possible, the book includes references to more specialised texts on respective topics that contain both proofs and more advanced material.
LC Classification NumberQA274.B655 2014
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