Stochastic Modeling: Analysis and Simulation Contributor(s): Nelson, Barry L. (Author) |
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ISBN: 0486477703 ISBN-13: 9780486477701 Publisher: Dover Publications OUR PRICE: $17.96 Product Type: Paperback - Other Formats Published: May 2010 |
Additional Information |
BISAC Categories: - Mathematics | Probability & Statistics - General - Mathematics | Applied - Mathematics | Mathematical Analysis |
Dewey: 519.23 |
LCCN: 2009048553 |
Series: Dover Books on Mathematics |
Physical Information: 0.8" H x 6.1" W x 9.1" (0.95 lbs) 336 pages |
Descriptions, Reviews, Etc. |
Publisher Description: 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. |