عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
Qualification
(eISBN)
(Number (ISBN
9789811268397
NATIONAL BIBLIOGRAPHY NUMBER
Number
E4550
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Elements of stochastic modelling
General Material Designation
[electronic resources: book]
First Statement of Responsibility
Konstantin Borovkov.
EDITION STATEMENT
Edition Statement
3rd ed.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hackensack, NJ
Name of Publisher, Distributor, etc.
World Scientific
Date of Publication, Distribution, etc.
2024.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
1 online resource.
GENERAL NOTES
Text of Note
Revised edition of: Elements of stochastic modelling / Konstantin Borovkov. 2nd edition. [2014].
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
SUMMARY OR ABSTRACT
Text of Note
"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"--
TYPE OF ELECTRONIC RESOURCE NOTE
Text of Note
PDF file.
TOPICAL NAME USED AS SUBJECT
Entry Element
Stochastic processes.
Entry Element
Mathematical models.
Entry Element
Computer simulation.
DEWEY DECIMAL CLASSIFICATION
Edition
23/eng/20231117
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
Borovkov, Konstantin
Expansion of Initials of Forename
(Konstantin Aleksandrovich),
ORIGINATING SOURCE
Country
Iran
Agency
University of Tehran. Library of College of Science
Date of Transaction
20250118102359.0
Cataloguing Rules (Descriptive Conventions))
rda
ELECTRONIC LOCATION AND ACCESS
Date and Hour of Consultation and Access
UT_SCI_BL_DB_1004981_0001.pdf
e
BL
278840
a
Y
