Regenerative Stochastic SimulationBy
- Gerald Shedler
The presentation is self contained. Some knowledge of elementary probability theory, statistics, and stochastic models is necessary for an understanding of the theory and the examples. Many of the arguments use results often contained in a first year graduate course on stochastic process. A brief review of the necessary material is in Appendix A.
Hardbound, 400 Pages
Published: October 1992
Imprint: Academic Press