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Introduction to Stochastic Processes and Simulation
Gérard-Michel Cochard (Author)
9781786304841, Wiley
Hardback, published 5 November 2019
320 pages
23.6 x 15.8 x 2.3 cm, 0.635 kg
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.
Preface ix Part 1. Basic Mathematical Concepts 1 Chapter 1. Basic Reminders of Probability 3 Chapter 2. Probabilistic Models 25 Chapter 3. Inventory Management 45 Part 2. Stochastic Processes 69 Chapter 4. Markov Chains 71 Chapter 5. Markov Processes 95 Chapter 6. Queueing Systems 113 Chapter 7. Various Applications 131 Part 3. Simulation 181 Chapter 8. Generator Programs 183 Chapter 9. Principles of Simulation 203 Chapter 10. Simulation of Inventory Management 233 Chapter 11. Simulation of a Queueing Process 245 Chapter 12. Optimization and Simulation 257 References 285 Index 287
Subject Areas: Computer science [UY]
