Introduction to stochastic processes and simulation / Gerard-Michel Cochard ; series editor, Jean-Charles Pomerol.

Format:

Book

Author/Creator:

Cochard, G. (Gérard), 1942- author.

Contributor:

Pomerol, Jean-Charles, editor.

Series:

Information systems, web and pervasive computing series

Language:

English

Subjects (All):

Stochastic processes.

Physical Description:

1 online resource (276 pages)

Edition:

First edition.

Place of Publication:

London, England ; Hoboken, New Jersey : ISTE : Wiley, [2019]

Summary:

Mastering chance has, for a long time, been a preoccupation of mathematical research. Today, we possess a predictive approach to the evolution of systems based on the theory of probabilities. Even so, uncovering this subject is sometimes complex, because it necessitates a good knowledge of the underlying mathematics. This book offers an introduction to the processes linked to the fluctuations in chance and the use of numerical methods to approach solutions that are difficult to obtain through an analytical approach. It takes classic examples of inventory and queueing management, and addresses more diverse subjects such as equipment reliability, genetics, population dynamics, physics and even market finance. It is addressed to those at Master's level, at university, engineering school or management school, but also to an audience of those in continuing education, in order that they may discover the vast field of decision support.

Contents:

Part 1 : Basic Mathematical Concepts

Chapter 1. Basic Reminders of Probability

Chapter 2. Probabilistic Models

Chapter 3. Management

Part 2 : Stochastic Processes

Chapter 4. Markov Chains

Chapter 5. Markov Processes

Chapter 6. Queueing Systems

Chapter 7. Various Applications

Part 3 : Simulation

Chapter 8. Generator Programs

Chapter 9. Principles of Simulation

Chapter 10. Simulation of Inventory Management

Chapter 11. Simulation of a Queueing

Chapter 12. Access Optimization and Simulation.

Notes:

Includes bibliographical references and index.

Description based on print version record.

ISBN:

9781119670797

1119670799

9781119670827

1119670829

9781119670780

1119670780

OCLC:

1123216827