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

  • TitleStochastic Modeling: Analysis and Simulation (Dover Books on Mathematics)
  • BrandDover Publications
  • ManufacturerDover Publications
  • BindingPaperback
  • ProductGroupBook
  • ItemPartNumber9780486477701
  • ReleaseDate2010-03-24T00:00:01Z
  • UnitCount1
  • FormatIllustrated
  • UPCs800759477708
  • EANs9780486477701