Sample Path Analysis and Simulation of Stochastic Systems

1. Introduction

2. Construction of Simple Discrete-time Stochastic Processes

2.1. Simulating the Psychiatrists Case

2.2. General Behavior of Queueing Systems

2.3. Simulating Single-Item Inventory Systems

3. Construction of Simple Continuous-time Stochastic Processes

3.1. Simulating Waiting Times

3.2. Simulation of Queue Length with Heap Queues

3.3. Discrete-event Simulation

3.4. Discrete-Event Simulations: Examples

4. Fundamental Tools

5. Exact Models

5.1. Analytic Results for the Basestock Policy

5.2. Analytic Results for the \((Q,r)\) Policy

6. Approximate Models