Regenerative Simulation of Non-Markovian Stochastic Systems
Author | : International Business Machines Corporation. Research Division |
Publisher | : |
Total Pages | : 30 |
Release | : 1984 |
ISBN-10 | : OCLC:123314941 |
ISBN-13 | : |
Rating | : 4/5 (41 Downloads) |
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.