Regenerative Simulation of Non-Markovian Stochastic Systems

Regenerative Simulation of Non-Markovian Stochastic Systems
Author :
Publisher :
Total Pages : 30
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ISBN-10 : OCLC:123314941
ISBN-13 :
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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.

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