Regenerative Stochastic Simulation

Gerald S. Shedler

Anno: 1992
Rilegatura: Hardback
Pagine: 400 p.
Testo in English
Dimensioni: 229 x 152 mm
Peso: 820 gr.
  • EAN: 9780126393606
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Descrizione
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.