The field of applied probability has changed profoundly in the past twenty years. The development of computational methods has greatly contributed to a better understanding of the theory. A First Course in Stochastic Models provides a self-contained introduction to the theory and applications of stochastic models. Emphasis is placed on establishing the theoretical foundations of the subject, thereby providing a framework in which the applications can be understood. Without this solid basis in theory no applications can be solved.

• Provides an introduction to the use of stochastic models through an integrated presentation of theory, algorithms and applications.
• Incorporates recent developments in computational probability.
• Includes a wide range of examples that illustrate the models and make the methods of solution clear.
• Features an abundance of motivating exercises that help the student learn how to apply the theory.
• Accessible to anyone with a basic knowledge of probability.

A First Course in Stochastic Models is suitable for senior undergraduate and graduate students from computer science, engineering, statistics, operations resear ch, and any other discipline where stochastic modelling takes place. It stands out amongst other textbooks on the subject because of its integrated presentation of theory, algorithms and applications.

About the Author

Henk C. Tijms is a Dutch mathematician and Emeritus Professor of Operations Research at the VU University Amsterdam. He studied mathematics in Amsterdam where he graduated from the University of Amsterdam in 1972 under supervision of Gijsbert de Leve.

Reviews
"...successfully combined theory and real world examples into a systematic introduction...an excellent reference for the applied statistician who deals in various queuing models." (Technometrics, August 2005)

"...clear and straightforward...plenty of worked (or orientated) examples as well as a substantial set of exercises..." (Short Book Reviews, August 2004)

Book Information
ISBN 9780471498803
Author Henk C. Tijms
Format Hardback
Page Count 496
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 851g
Dimensions(mm) 238mm * 155mm * 32mm