Stochastic Modeling: Analysis and Simulation (Dover Books on Mathematics)
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Language: English
Published by Dover Publications, 2010
- Softcover
- New

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- Title
- Stochastic Modeling: Analysis and Simulation (Dover Books on Mathematics)
- Author
- Nelson, Barry L.
- Publisher
- Dover Publications
- Publication year
- 2010
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0486477703
- ISBN 13
- 9780486477701
- Series
- Book 143 of 303: Dover Books on Mathematics
- Seller catalogs
- 0, VCF
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.
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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About the Author
Barry L. Nelson is Chair of the Department of Industrial Engineering and Management Sciences at Northwestern University.
"About the title" may belong to another edition of this title.
Lakeside Books
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