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

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

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

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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.

Barry L. Nelson is Chair of the Department of Industrial Engineering and Management Sciences at Northwestern University.

ISBN: 9780486477701

ISBN-10: 9780486477701

Publisher: Dover Publications

Publication Date: 05/20/2010 - 12:00am

On Sale: 05/20/2010 - 12:00am

Pages: 321

Language: English

Categories

Probability & Statistics - General

Applied