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Regenerative Stochastic Simulation

by Gerald S. Shedler

  • ISBN: 9780126393606
  • ISBN10: 0126393605

Regenerative Stochastic Simulation

by Gerald S. Shedler

  • List Price: $72.95
  • Binding: Hardcover
  • Publisher: Lightning Source Inc
  • Publish date: 09/01/1992
  • ISBN: 9780126393606
  • ISBN10: 0126393605
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Description: 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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