Regenerative Stochastic Simulation
- ISBN-10
- 0080925723
- ISBN-13
- 9780080925721
- Category
- Mathematics
- Pages
- 400
- Language
- English
- Published
- 1992-12-17
- Publisher
- Elsevier
- Author
- Gerald S. Shedler
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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