Title
Regenerative Stochastic Simulation (Statistical Modeling And Decision Science),Used
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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 discreteevent 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 discreteevent stochastic systems* Emphasizes stochastic modeling and estimation procedures based on limit theorems for regenerative stochastic processes* Includes engineering applications of discreteeven simulation to computer, communication, manufacturing, and transportation systems* Focuses on simulations with an underlying stochastic process that can specified as a generalized semiMarkov 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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