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| Preface | |
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| Why Are We Here? | |
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| Sample Paths | |
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| The Case of the Copy Enlargement | |
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| Notation and Review | |
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| Sample-Path Decomposition | |
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| Simulating the Self-Service System | |
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| Simulating the Full-Service System | |
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| Discussion | |
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| Exercises | |
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| Basics | |
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| Probability | |
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| Random Variables | |
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| Joint Distributions | |
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| Expected Value | |
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| Conditional Probability | |
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| Limit Distributions | |
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| Statistics | |
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| Random-Variate Generation | |
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| The Case of the Copy Enlargement, Revisited | |
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| Fine Points | |
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| Exercises | |
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| Simulation | |
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| The Case of the Leaky Bit Bucket | |
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| Notation and Review | |
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| Stochastic Processes | |
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| Simulating the Leaky Bit Bucket | |
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| A Generic Stochastic-Process Model | |
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| Simulating the Copy Enlargement | |
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| Simulation Programming | |
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| Fine Points | |
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| Exercises | |
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| Arrival-Counting Processes | |
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| The Case of the Reckless Beehunter | |
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| Notation and Review | |
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| A Generic Arrival-Counting-Process Model | |
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| Simulating the Reckless Beehunter | |
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| The Poisson Arrival Process | |
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| Probability Structure of the Sample Paths | |
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| Parameterizing Poisson Processes | |
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| More about Poisson Arrival Processes | |
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| Decomposition of a Poisson Process | |
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| Superposition of Poisson Processes | |
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| Nonstationary Poisson Processes | |
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| The Case of the Meandering Message | |
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| Derivations | |
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| Memoryless Property | |
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| Independent-Increments and Stationary-Increments Properties | |
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| Decomposition Property | |
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| Superposition Property | |
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| Nonstationary Poisson Process | |
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| Results for the Renewal Arrival-Counting Process | |
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| The Case of the Perpetual Payoff | |
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| Derivations | |
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| Other Arrival-Counting Processes | |
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| Fine Points | |
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| Exercises | |
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| Discrete-Time Processes | |
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| The Case of the Random Behavior | |
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| Notation and Review | |
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| Simulating the Random Behavior | |
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| Markov Chains | |
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| Probability Structure of the Sample Paths | |
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| Parameterizing Markov Chains | |
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| Transition Diagrams | |
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| The Case of the Defective Detective | |
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| Time-Dependent Performance Measures | |
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| Examples | |
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| Derivations | |
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| Time-Independent (Long-Run) Performance Measures | |
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| Classification of States | |
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| Performance Measures | |
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| Examples | |
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| Derivations | |
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| The Markov and Stationarity Properties Revisited | |
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| Fine Points | |
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| Exercises | |
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| Continuous-Time Processes | |
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| The Case of the Software Sellout | |
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| Notation and Review | |
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| Markov Chain Review | |
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| Properties of the Exponential and Geometric Distributions | |
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| Simulating the Software Sellout | |
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| Sample Paths of the Software Sellout | |
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| Markov Processes | |
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| Probability Structure of a Markov Process | |
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| Parameterizing Markov Processes | |
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| Analysis of Markov Process Sample Paths | |
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| Performance Measures | |
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| Time-Dependent Performance Measures | |
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| Time-Dependent Example | |
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| Time-Independent (Long-Run) Performance Measures | |
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| Time-Independent Example | |
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| Derivations | |
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| The Case of the Stressed-Out Student | |
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| The Markov and Stationarity Properties Revisited | |
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| Semi-Markov Processes | |
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| Fine Points | |
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| Exercises | |
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| Queueing Processes | |
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| The Case of the Last Parking Space on Earth | |
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| Notation and Review | |
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| Series and Recursions | |
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| Markov Process Review | |
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| A Queueing Model for the Last Parking Space on Earth | |
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| Markovian Queueing Processes | |
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| The Birth-Death Process | |
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| Performance Measures | |
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| Standard Formulations | |
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| Arrival Rates | |
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| Service Rates | |
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| Parameterizing Queueing Processes | |
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| Shorthand Notation and Examples | |
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| The M/M/s Queue | |
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| The M/M/s/n/k Queue with s = n | |
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| The Case of the Tardy Ticket | |
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| Networks of Markovian Queues | |
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| The Case of the Incredible Shrinking Leviathan | |
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| Markov Process Model of the Incredible Shrinking Leviathan | |
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| Open Jackson Networks | |
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| Non-Markovian Queues and Networks | |
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| A GI/G/s Approximation | |
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| A Queueing-Network Approximation | |
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| Exercises | |
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| Topics in Simulation of Stochastic Processes | |
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| Statistical Issues in Simulation | |
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| Initial-Condition Effects | |
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| Measures of Error | |
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| Random Number Assignment | |
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| Rough-Cut Modeling | |
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| Exercises | |
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| Simulation Programming Examples | |
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| Fortran | |
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| SLAM II | |
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| SIMAN IV | |
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| GPSS/H | |
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| References | |
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| Index | |