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  • Elements Of Stochastic Modelling (2nd Edition) by Konstantin Borovkov (English)

    • Item No : 146510893693
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      Elements Of Stochastic Modelling (2nd Edition)

      by Konstantin Borovkov

      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.

      FORMAT
      Paperback
      LANGUAGE
      English
      CONDITION
      Brand New


      Table of Contents

      Basics of Probability Theory; Markov Chains; Markov Decision Processes; The Exponential Distribution and Poisson Process; Jump Markov Processes; Elements of Queueing Theory; Elements of Renewal Theory; Elements of Time Series; Elements of Stochastic Calculus; Elements of Mathematical Finance; Elements of Simulation.

      Details

      ISBN9814571164
      Author Konstantin Borovkov
      Short Title ELEMENTS OF STOCHASTIC MODELLI
      Language English
      ISBN-10 9814571164
      ISBN-13 9789814571166
      Media Book
      Format Paperback
      Edition 2nd
      Imprint World Scientific Publishing Co Pte Ltd
      Place of Publication Singapore
      Country of Publication Singapore
      Edited by Konstantin Borovkov
      DEWEY 519.22
      Pages 500
      Affiliation The Univ Of Melbourne, Australia
      Year 2014
      Publication Date 2014-08-28
      UK Release Date 2014-08-28
      Publisher World Scientific Publishing Co Pte Ltd
      Edition Description 2nd edition
      Audience Postgraduate, Research & Scholarly

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