10/20/2011

Stochastic Modeling: Analysis and Simulation (Dover Books on Mathematics) Review

Stochastic Modeling: Analysis and Simulation (Dover Books on Mathematics)
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A good mix of not-too-hard math with practical examples. Good review of probability and statistics. Down-to-earth readable style. My only complaint: A very skimpy index. Overall a great introduction to stochastic processes and their simulation.

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A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Each chapter opens with an illustrative case study, and comprehensive presentations include formulation of models, determination of parameters, analysis, and interpretation of results. 1995 edition.

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