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.
- ISBN13 9789812383013
- Publish Date 4 March 2003
- Publish Status Active
- Publish Country SG
- Imprint World Scientific Publishing Co Pte Ltd
- Format Paperback
- Pages 356
- Language English
- URL https://worldscientific.com/worldscibooks/10.1142/5217