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.
19.95 In Stock
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

eBook

$19.95 

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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: 9780486139944
Publisher: Dover Publications
Publication date: 09/13/2012
Series: Dover Books on Mathematics
Sold by: Barnes & Noble
Format: eBook
Pages: 336
File size: 12 MB
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About the Author

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

Table of Contents

Preface1. Why Are We Here?2. Sample Paths3. Basics4. Simulation5. Arrival-Counting Processes6. Discrete-Time Processes7. Continuous-Time Processes8. Queueing Processes9. Topics in Simulation of Stochastic ProcessesA Simulation Programming ExamplesReferencesIndex
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