Regenerative stochastic simulation /
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Author / Creator: | Shedler, G. S. (Gerald S.), 1933- |
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Imprint: | Boston : Academic Press, c1993. |
Description: | ix, 400 p. : ill. ; 24 cm. |
Language: | English |
Series: | Statistical modeling and decision science. |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/1422285 |
Summary: | 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. |
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Physical Description: | ix, 400 p. : ill. ; 24 cm. |
Bibliography: | Includes bibliographical references (p. 385-392) and index. |
ISBN: | 0126393605 |