Regenerative Stochastic Simulation
| By: | Gerald S. Shedler |
| Publisher: | Elsevier S & T |
| Print ISBN: | 9780126393606 |
| eText ISBN: | 9780080925721 |
| Edition: | 0 |
| Copyright: | 1993 |
| Format: | Page Fidelity |
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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