Elements of stochastic modelling
Auteur :
Borovkov, Konstantin
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812383006
Date de publication :
4 mars 2003
Langue :
Anglais
Pays d'origine :
Singapour
Developed from the lecture notes for a course on stochastic modelling, this textbook reviews the basics of probability theory and then covers the following topics: Markov chains, Markov decision processes, elements of queueing theory, basic renewal theory, elements of time series and simulation.