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Regenerative Stochastic Simulation

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by Gerald S. Shedler
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Regenerative Stochastic Simulation by Gerald S. Shedler

Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not suffice. The focus of this book is on simulations of discrete-event stochastic systems; namely, simulations in which stochastic state transitions occur only at an increasing sequence of random times. The discussion emphasizes simulations on a finite or countably infinite state space.

* Develops probabilistic methods for simulation of discrete-event stochastic systems
* Emphasizes stochastic modeling and estimation procedures based on limit theorems for regenerative stochastic processes
* Includes engineering applications of discrete-even simulation to computer, communication, manufacturing, and transportation systems
* Focuses on simulations with an underlying stochastic process that can specified as a generalized semi-Markov process
* Unique approach to simulation, with heavy emphasis on stochastic modeling
* Includes engineering applications for computer, communication, manufacturing, and transportation systems

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Ebook Details
Pages: 400
Size: 34.9 MB
Publisher: Academic Press
Date published:   1992
ISBN: 9780080925721 (DRM-PDF)

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This product is listed in the following categories:

Nonfiction > Mathematics > Probability & Statistics
Nonfiction > Technology > Engineering > Industrial
Nonfiction > Science > Life Sciences > Zoology

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