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Stochastic Modeling: Analysis and Simulation (Dover Books on Mathematics)

Stochastic Modeling: Analysis and Simulation (Dover Books on Mathematics)
Paperback
Edition:
Illustrated
Author:
Barry L. Nelson
Publisher:
Dover Publications
Release Date:
2010
ISBN-10:
0486477703
ISBN-13:
9780486477701
List Price: 
$19.95

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About Stochastic Modeling: Analysis and Simulation (Dover Books on Mathematics)

A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Suitable for advanced undergraduates and graduate-level industrial engineers and management science majors, it proposes modeling systems in terms of their simulation, regardless of whether simulation is employed for analysis. Beginning with a view of the conditions that permit a mathematical-numerical analysis, the text explores Poisson and renewal processes, Markov chains in discrete and continuous time, semi-Markov processes, and queuing processes. Each chapter opens with an illustrative case study, and comprehensive presentations include formulation of models, determination of parameters, analysis, and interpretation of results. Programming language-independent algorithms appear for all simulation…

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