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Regenerative Stochastic Simulation [Hardcover]

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  • Category: Books (Mathematics)
  • Author:  Gerald S. Shedler
  • Author:  Gerald S. Shedler
  • ISBN-10:  0126393605
  • ISBN-10:  0126393605
  • ISBN-13:  9780126393606
  • ISBN-13:  9780126393606
  • Publisher:  Academic Press
  • Publisher:  Academic Press
  • Pages:  400
  • Pages:  400
  • Binding:  Hardcover
  • Binding:  Hardcover
  • Pub Date:  01-Apr-1992
  • Pub Date:  01-Apr-1992
  • SKU:  0126393605-11-MPOD
  • SKU:  0126393605-11-MPOD
  • Item ID: 100872191
  • Seller: ShopSpell
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  • Delivery by: Dec 31 to Jan 02
  • Notes: Brand New Book. Order Now.
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
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.
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