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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.,." carefully selected topics from the area of stochastic modelling all presented in a master way.?
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Readership: Upper level undergraduates, graduate students, lecturers and researchers in probability theory and stochastic processes
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First Sentence:
An engineer and a mathematician went to the races one Saturday and laid their money down. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
tth offer, inverse function method, optimality equation, total arrival rate, common probability space, renewal function, best linear predictor, stationary distribution, arriving customer, reward function, optimal action Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Monte Carlo, Academic Press, Small Company Pty Ltd, Clarendon Press New!
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Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
An engineer and a mathematician went to the races one Saturday and laid their money down. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
tth offer, inverse function method, optimality equation, total arrival rate, common probability space, renewal function, best linear predictor, stationary distribution, arriving customer, reward function, optimal action Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Monte Carlo, Academic Press, Small Company Pty Ltd, Clarendon Press New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
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This book cites 14
books:
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- Modeling and Analysis of Stochastic Systems (Chapman & Hall/CRC Texts in Statistical Science) by Vidyadhar G. Kulkarni on page 122, and page 189
- Stochastic Processes for Insurance and Finance (Wiley Series in Probability and Statistics) by Tomasz Rolski on page 126, and page 166
- Difference Equations, Second Edition: An Introduction with Applications by Walter G. Kelley on page 119
- Introduction to Probability Models, Eighth Edition by Sheldon M. Ross on page 68
- Carl Friedrich Gauss by Tord Hall on page 24
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