Stochastic Modeling: Analysis and Simulation
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.
1116803415
Stochastic Modeling: Analysis and Simulation
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.
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Stochastic Modeling: Analysis and Simulation

Stochastic Modeling: Analysis and Simulation

by Barry L. Nelson
Stochastic Modeling: Analysis and Simulation

Stochastic Modeling: Analysis and Simulation

by Barry L. Nelson

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Overview

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.

Product Details

ISBN-13: 9780486477701
Publisher: Dover Publications
Publication date: 04/21/2010
Series: Dover Books on Mathematics
Pages: 336
Product dimensions: 6.10(w) x 9.10(h) x 0.80(d)

About the Author

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

Table of Contents

Preface
1. Why Are We Here?
2. Sample Paths
3. Basics
4. Simulation
5. Arrival-Counting Processes
6. Discrete-Time Processes
7. Continuous-Time Processes
8. Queueing Processes
9. Topics in Simulation of Stochastic Processes
A Simulation Programming Examples
References
Index
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