Stochastic Modeling: Analysis and Simulation

A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide...
$45.18 AUD
$45.18 AUD
SKU: 9780486477701
Product Type: Books
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Author: Barry L. Nelson
Format: Paperback
Language: English
Subtotal: $45.18
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Stochastic Modeling: Analysis and Simulation by Nelson, Barry L.

Stochastic Modeling: Analysis and Simulation

$45.18

Stochastic Modeling: Analysis and Simulation

$45.18
Author: Barry L. Nelson
Format: Paperback
Language: English
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.

Author: Barry L. Nelson
Publisher: Dover Publications
Published: 05/20/2010
Pages: 336
Binding Type: Paperback
Weight: 0.95lbs
Size: 9.10h x 6.10w x 0.80d
ISBN: 9780486477701

About the Author
Barry L. Nelson is Chair of the Department of Industrial Engineering and Management Sciences at Northwestern University.


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