Regenerative Simulation of Non-Markovian Stochastic Systems

Regenerative Simulation of Non-Markovian Stochastic Systems
Author :
Publisher :
Total Pages : 30
Release :
ISBN-10 : OCLC:123314941
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Regenerative Simulation of Non-Markovian Stochastic Systems by : International Business Machines Corporation. Research Division

Download or read book Regenerative Simulation of Non-Markovian Stochastic Systems written by International Business Machines Corporation. Research Division and published by . This book was released on 1984 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discrete-event simulations are often non-Markovian in the sense that the underlying stochastic process of the simulation cannot be modeled as a Markov chain with countable state space. We discuss regenerative simulation methods for non-Markovian systems whose underlying stochastic process can be represented as a generalized semi-Markov process. Applications to modeling and simulation of ring and bus networks are given. Keywords include: Regenerative simulation; Generalized semi-Markov processes; Non-Markovian systems; Recurrence and regeneration; Ring and bus networks.


Regenerative Simulation of Non-Markovian Stochastic Systems Related Books

Regenerative Simulation of Non-Markovian Stochastic Systems
Language: en
Pages: 30
Authors: International Business Machines Corporation. Research Division
Categories:
Type: BOOK - Published: 1984 - Publisher:

DOWNLOAD EBOOK

Discrete-event simulations are often non-Markovian in the sense that the underlying stochastic process of the simulation cannot be modeled as a Markov chain wit
Regenerative Stochastic Simulation
Language: en
Pages: 412
Authors: Gerald S. Shedler
Categories: Mathematics
Type: BOOK - Published: 1992-12-17 - Publisher: Elsevier

DOWNLOAD EBOOK

Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not
Simulation of nonmarkovian systems
Language: en
Pages: 27
Authors: International Business Machines Corporation. Research Division
Categories: Markov processes
Type: BOOK - Published: 1983 - Publisher:

DOWNLOAD EBOOK

A generalized semi-Markov process provides a stochastic process model for a discrete-event simulation. This representation is particularly useful for non-Markov
Regenerative Stochastic Simulation: Discrete Event Systems
Language: en
Pages: 60
Authors: International Business Machines Corporation. Research Division
Categories: Markov processes
Type: BOOK - Published: 1990 - Publisher:

DOWNLOAD EBOOK

An Approach to Regenerative Simulation on a General State Space
Language: en
Pages: 79
Authors: Peter W. Glynn
Categories:
Type: BOOK - Published: 1980 - Publisher:

DOWNLOAD EBOOK

A wide variety of stochastic systems may be viewed as Markov chains taking on values in a general state space. An example is the class of generalized semi-Marko