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Stochastic Modeling: Analysis and Simulation
Contributor(s): Nelson, Barry L. (Author)
ISBN: 0486477703     ISBN-13: 9780486477701
Publisher: Dover Publications
OUR PRICE:   $17.96  
Product Type: Paperback - Other Formats
Published: May 2010
Qty:
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.