This page serves as an index to the collection of pages relating to Simulation for Stochastic Models.
| 0 General Topics | Documentation and Audit Trails Excel worksheet functions Excel variable names Data tables Controls |
| 1 Pseudo-random numbers | Excel's built-in generator The Linear Congruential Generator Additional sequences |
| 2 Random walks | The simple random walk SRW with barriers Random walk with continuous increments General discrete distribution for increments Multiple runs |
| 3 Markov chains in discrete time | The transition matrix The LOOKUP function Observed average discount Array functions Matrix inversion Other things to do |
| 4 Poisson processes | The standard Poisson process The compound Poisson process The surplus process and ruin |
| 5 Markov jump processes | The continuous-time Markov jump process The generator matrix Transition rates and jump chain transition probabilities Simulating the process |