Elements Of Stochastic Modelling 2Nd Edition

Konstantin Borovkov

ISBN 10: 9814571156 / ISBN 13: 9789814571159

Verlag: World Scientific Publishing Company, 2014

Beschreibung

New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Bestandsnummer des Verkäufers ABEOCT25-298191

Bibliografische Details

• Titel: Elements Of Stochastic Modelling 2Nd Edition
• Verlag: World Scientific Publishing Company
• Erscheinungsjahr: 2014
• Sprache: Englisch
• ISBN-10: 9814571156
• ISBN-13: 9789814571159
• Einband: Hardcover
• Auflage: 2. Auflage
• Zustand: Brand New

Über diesen Titel

Inhaltsangabe

 

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.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.