Regenerative Stochastic Simulation

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. It 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; and, focuses on simulations with an underlying stochastic process that can specified as a generalized semi-Markov process. The book also offers a unique approach to simulation, with heavy emphasis on stochastic modeling, and includes engineering applications for computer, communication, manufacturing, and transportation systems.
  • Limba : Engleza
  • Cuprins : Preface. Discrete-Event Simulations. Regenerative Stochastic Processes. Regenerative Simulation. Networks of Queues. Passage Times. Simulations With Simultaneous Events. Appendix A. Limit Theorems for Stochastic Processes. Appendix B. Random Number Generation.
  • Data Publicarii : 17 Dec 1992
  • Format : Hardback
  • Numar pagini : 400
  • ISBN : 9780126393606
Rating:
516.99 Lei
Disponibilitate : La comanda

Stocul este limitat la furnizorii nostri. Disponibilitatea si termenul de livrare va vor fi comunicate telefonic in maxim 48 de ore. Puteti anula comanda in cazul in care informatiile furnizate nu va sunt convenabile.