Regenerative stochastic simulation

書誌事項

Regenerative stochastic simulation

Gerald S. Shedler

(Statistical modeling and decision science)

Academic Press, c1993 [i.e. c1992]

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注記

Includes bibliographical references and index

内容説明・目次

内容説明

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.

目次

Preface. Discrete-Event Simulations. Regenerative Stochastic Processes. Regenerative Simulation. Networks of Queues. Passage Times. Simulations With Simultaneous Events. Appendix A. Limit Theorems for Stochastic Processes. Appendix B. Random Number Generation.

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