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Elements Of Stochastic Modelling (2nd Edition)
Engelsk Hardback
Elements Of Stochastic Modelling (2nd Edition)
Engelsk Hardback

1.044 kr
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Om denne bog

 

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.

Product detaljer
Sprog:
Engelsk
Sider:
500
ISBN-13:
9789814571159
Indbinding:
Hardback
Udgave:
2
ISBN-10:
9814571156
Udg. Dato:
28 aug 2014
Længde:
31mm
Bredde:
237mm
Højde:
161mm
Forlag:
World Scientific Publishing Co Pte Ltd
Oplagsdato:
28 aug 2014
Forfatter(e):
Kategori sammenhænge