Regenerative Stochastic Simulation

Simulation is a controlled statistical sampling technique that can be used to study complex stochastic systems when analytic and/or numerical techniques do not suffice. The focus of this book is on simulations of discrete-event stochastic systems; namely, simulations in which stochastic state transitions occur only at an increasing sequence of random times. The discussion emphasizes simulations on a finite or countably infinite state space.Shedler, Gerald S. is the author of 'Regenerative Stochastic Simulation' with ISBN 9780126393606 and ISBN 0126393605.