Regenerative Stochastic Simulation By Shedler, Gerald S. 9780126393606

Category

Stochastics

Store

Wordery

Brand

Elsevier science

Regenerative Stochastic Simulation : Academic Press : 9780126393606 : 0126393605 : 01 Nov 1997 : 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 proc

48.45 GBP