Stochastic Modeling: Analysis and Simulation (Dover Books on Mathematics) (Paperback)

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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.

About the Author

Barry L. Nelson is Chair of the Department of Industrial Engineering and Management Sciences at Northwestern University.
Product Details
ISBN: 9780486477701
ISBN-10: 0486477703
Publisher: Dover Publications
Publication Date: May 20th, 2010
Pages: 321
Language: English
Series: Dover Books on Mathematics