Regenerative Stochastic Simulation
- Editore:
ACADEMIC PR INC
- Collana:
- Statistical Modeling and Decis
- EAN:
9780126393606
- ISBN:
0126393605
- Pagine:
- 400
- Formato:
- Hardback
- Lingua:
- Inglese
Descrizione Regenerative Stochastic Simulation
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
