Regenerative Stochastic Simulation |
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| Author:
| Shedler, Gerald S. |
| Series title: | Statistical Modeling and Decision Science Ser. |
| ISBN: | 978-0-12-639360-6 |
| Publication Date: | Oct 1992 |
| Publisher: | Elsevier Science & Technology Books
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| Imprint: | Academic Press |
| Book Format: | Hardback |
| List Price: | AUD $163.95 |
Book Description:
|
Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not suffice. The focus of this book is on simulations of discrete-event stochastic systems; namely, simulations in which stochastic state transitions occur only at an increasing sequence of random times. The discussion emphasizes simulations on a finite or countably infinite state space.
Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not suffice. The focus of this book is on simulations of discrete-event stochastic systems; namely, simulations in which stochastic state transitions occur only at an increasing sequence of random times. The discussion emphasizes simulations on a finite or countably infinite state space.