Buku Teks :: Kembali

Buku Teks :: Kembali

Elements of stochastic modelling

Konstantin Borovkov (World Scientific, 2014)

 Abstrak

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.
Readership: Advanced undergraduates, graduate students, lecturers and researchers in mathematics, statistics, actuarial sciences and economics.

 Metadata

No. Panggil : 519.23 BOR e
Entri utama-Nama orang :
Subjek :
Penerbitan : New Jersey: World Scientific, 2014
ISBN 9789814571166
Sumber Pengatalogan LibUI eng rda
Tipe Konten text
Tipe Media unmediated
Tipe Carrier volume
Edisi second edition
Deskripsi Fisik xvi, 482 pages ; 24 cm
Catatan Bibliografi
Catatan Seri
Catatan Umum
Catatan Versi Asli
Lembaga Pemilik Universitas Indonesia
Lokasi Perpustakaan UI, Lantai 2
  • Ketersediaan
  • Ulasan
No. Panggil No. Barkod Ketersediaan
519.23 BOR e 01-17-00700 TERSEDIA
519.23 BOR e 01-15-07435 TERSEDIA
Ulasan:
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