Simulation and the Monte Carlo Method

Simulation and the Monte Carlo Method PDF

Author: Reuven Y. Rubinstein

Publisher: John Wiley & Sons

Published: 2009-09-25

Total Pages: 304

ISBN-13: 0470317221

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This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.

Regeneration and Networks of Queues

Regeneration and Networks of Queues PDF

Author: Gerald S. Shedler

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 232

ISBN-13: 146121050X

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Networks of queues arise frequently as models for a wide variety of congestion phenomena. Discrete event simulation is often the only available means for studying the behavior of complex networks and many such simulations are non Markovian in the sense that the underlying stochastic process cannot be repre sented as a continuous time Markov chain with countable state space. Based on representation of the underlying stochastic process of the simulation as a gen eralized semi-Markov process, this book develops probabilistic and statistical methods for discrete event simulation of networks of queues. The emphasis is on the use of underlying regenerative stochastic process structure for the design of simulation experiments and the analysis of simulation output. The most obvious methodological advantage of simulation is that in principle it is applicable to stochastic systems of arbitrary complexity. In practice, however, it is often a decidedly nontrivial matter to obtain from a simulation information that is both useful and accurate, and to obtain it in an efficient manner. These difficulties arise primarily from the inherent variability in a stochastic system, and it is necessary to seek theoretically sound and computationally efficient methods for carrying out the simulation. Apart from implementation consider ations, important concerns for simulation relate to efficient methods for generating sample paths of the underlying stochastic process. the design of simulation ex periments, and the analysis of simulation output.

Information Technologies and Mathematical Modelling: Queueing Theory and Applications

Information Technologies and Mathematical Modelling: Queueing Theory and Applications PDF

Author: Alexander Dudin

Publisher: Springer

Published: 2016-08-27

Total Pages: 397

ISBN-13: 3319446150

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This book constitutes the refereed proceedings of the 15th International Scientific Conference on Information Technologies and Mathematical Modeling, named after A. F. Terpugov, ITMM 2016, held in Katun, Russia, in September 2016. The 33 full papers presented together with 4 short papers were carefully reviewed and selected from 96 submissions. They are devoted to new results in the queueing theory and its applications, addressing specialists in probability theory, random processes, mathematical modeling as well as engineers dealing with logical and technical design and operational management of telecommunication and computer networks.

Stochastic Simulation

Stochastic Simulation PDF

Author: Brian D. Ripley

Publisher: John Wiley & Sons

Published: 2009-09-25

Total Pages: 258

ISBN-13: 0470317388

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WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. ". . .this is a very competently written and useful addition to the statistical literature; a book every statistician should look at and that many should study!" —Short Book Reviews, International Statistical Institute ". . .reading this book was an enjoyable learning experience. The suggestions and recommendations on the methods [make] this book an excellent reference for anyone interested in simulation. With its compact structure and good coverage of material, it [is] an excellent textbook for a simulation course." —Technometrics ". . .this work is an excellent comprehensive guide to simulation methods, written by a very competent author. It is especially recommended for those users of simulation methods who want more than a 'cook book'. " —Mathematics Abstracts This book is a comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. It covers both the technical aspects of the subject, such as the generation of random numbers, non-uniform random variates and stochastic processes, and the use of simulation. Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation output, and more.

Computer-Communication Networks

Computer-Communication Networks PDF

Author: James S. Meditch

Publisher: Elsevier

Published: 2014-05-23

Total Pages: 129

ISBN-13: 1483190714

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Computer- Communication Networks presents a collection of articles the focus of which is on the field of modeling, analysis, design, and performance optimization. It discusses the problem of modeling the performance of local area networks under file transfer. It addresses the design of multi-hop, mobile-user radio networks. Some of the topics covered in the book are the distributed packet switching queuing network design, some investigations on communication switching techniques in computer networks and the minimum hop flow assignment and routing subject to an average message delay constraints. The analysis of the multi-access communication channel is covered. The local area network file transfers are discussed. The text describes the C-PODA protocol. The congestion control scheme for window flow controlled computer network is presented. A chapter of the volume is devoted to the description of a fairness control algorithm. Another section of the book focuses on the analysis of hierarchical model. The book will provide useful information to computer programmers, network analysts, students, and researchers.

Stochastic Petri Nets

Stochastic Petri Nets PDF

Author: Peter J. Haas

Publisher: Springer Science & Business Media

Published: 2006-04-10

Total Pages: 523

ISBN-13: 0387215522

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Written by a leading researcher this book presents an introduction to Stochastic Petri Nets covering the modeling power of the proposed SPN model, the stability conditions and the simulation methods. Its unique and well-written approach provides a timely and important addition to the literature. Appeals to a wide range of researchers in engineering, computer science, mathematics and OR.