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999 _c90168
_d90168
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008 250422b ||||| |||| 00| 0 eng d
010 _a 2023049631
020 _a9789811269448
_q(paperback)
020 _a9789811268380
_q(hardcover)
020 _z9789811268397
_q(ebook for institutions)
020 _z9789811268403
_q(ebook for individuals)
040 _aDLC
_beng
_erda
_cDLC
_dDLC
041 _aeng
042 _apcc
050 0 0 _aQA274
_b.B655 2024
082 0 0 _a519.2/3
_223/eng/20231117
100 1 _aBorovkov, Konstantin
_q(Konstantin Aleksandrovich),
_eauthor.
245 1 0 _aElements of stochastic modelling /
_cKonstantin Borovkov, the University of Melbourne, Australia.
250 _a3rd edition.
264 1 _aNew Jersey :
_bWorld Scientific,
_c[2024]
300 _axx, 569 pages ;
_c24 cm
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
500 _aRevised edition of: Elements of stochastic modelling / Konstantin Borovkov. 2nd edition. [2014].
504 _aIncludes bibliographical references and index.
520 _a"This is a thoroughly revised and expanded third edition of a successful university textbook that provides a broad introduction to key 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. This book reviews the basics of probability theory and presents topics on Markov chains, Markov decision processes, jump Markov processes, elements of queueing theory, basic renewal theory, elements of time series and simulation. It also features elements of stochastic calculus and introductory mathematical finance. Thus enhancing the book's suitability for a larger variety of university courses presenting the fundamentals of modern stochastic modelling. To make the text covering a lot of material more appealing and accessible to the reader, 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. It is in this aspect that the present, third edition differs from the second one: the included background material and argument sketches have been extended, made more graphical and informative. The whole text was reviewed and streamlined wherever possible for it to be more attractive and useful for readers. Wherever possible, the book includes references to more specialised texts on respective topics that contain both proofs and more advanced material"--
_cProvided by publisher.
650 0 _aStochastic processes.
650 0 _aMathematical models.
650 0 _aComputer simulation.
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2ddc
_cBK