This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into. They include both classical and more recent results, such as large deviations theory, factorization identities, information theory, stochastic recursive sequences. The book is further distinguished by the inclusion of clear and illustrative proofs of the fundamental results that comprise many methodological improvements aimed at simplifying the arguments and making them more transparent.
The importance of the Russian school in the development of probability theory has long been recognized. This book is the translation of the fifth edition of the highly successful Russian textbook. This edition includes a number of new sections, such as a new chapter on large deviation theory for random walks, which are of both theoretical and applied interest. The frequent references to Russian literature throughout this work lend a fresh dimension and make it an invaluable source of reference for Western researchers and advanced students in probability related subjects.
Probability Theory will be of interest to both advanced undergraduate and graduate students studying probability theory and its applications. It can serve as a basis for several one-semester courses on probability theory and random processes as well as self-study.

Probability Theory (Universitext)

Science & Math

Borovkov, Alexandr A.

Mathematics

Springer

The object of queueing theory (or the theory of mass service) is the investigation of stochastic processes of a special form which are called queueing (or service) processes in this book. Two approaches to the definition of these processes are possible depending on the direction of investigation. In accordance with this fact, the exposition of the subject can be broken up into two self-contained parts. The first of these forms the content of this monograph. . The definition of the queueing processes (systems) to be used here is dose to the traditional one and is connected with the introduction of so-called governing random sequences. We will introduce algorithms which describe the governing of a system with the aid of such sequences. Such a definition inevitably becomes rather qualitative since under these conditions a completely formal construction of a stochastic process uniquely describing the evolution of the system would require introduction of a complicated phase space not to mention the difficulties of giving the distribution of such a process on this phase space.

Stochastic Processes in Queueing Theory (Stochastic Modelling and Applied Probability)

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Books by Borovkov, Alexandr A.

See the best price to sell, buy, or rent books by Borovkov, Alexandr A.. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Probability Theory (Universitext)

Stochastic Processes in Queueing Theory (Stochastic Modelling and Applied Probability)