Stochastic Modeling

Analysis & Simulation

Barry L Nelson, Pol D. Spanos

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English

Dover
21 April 2010

Mathematics & Sciences; Probability & statistics; Engineering: general; Civil engineering, surveying & building

Series: Dover Books on Mathema 1.4tics

Summary
Details

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.

By: Barry L Nelson, Pol D. Spanos
Imprint: Dover
Country of Publication: United States
Dimensions: Height: 234mm, Width: 155mm, Spine: 16mm
Weight: 427g
ISBN: 9780486477701
ISBN 10: 0486477703
Series: Dover Books on Mathema 1.4tics
Pages: 321
Publication Date: 21 April 2010
Audience: General/trade , ELT Advanced
Format: Paperback
Publisher's Status: Unspecified