Simulation and the monte carlo method.
Rubinstein, Reuven Y.
Simulation and the monte carlo method. - 2nd ed. / Reuven Y. Rubinstein, Dirk P. Kroese. - 1 online resource (xvii, 345 pages) : illustrations. - Wiley series in probability and statistics . - Wiley series in probability and statistics. .
Previous edition: published as by Reuven Y. Rubenstein. 1981.
Includes bibliographical references and index.
SIMULATION AND THE MONTE CARLO METHOD; CONTENTS; Preface; Acknowledgments; 1 Preliminaries; 2 Random Number, Random Variable, and Stochastic Process Generation; 3 Simulation of Discrete-Event Systems; 4 Statistical Analysis of Discrete-Event Systems; 5 Controlling the Variance; 6 Markov Chain Monte Carlo; 7 Sensitivity Analysis and Monte Carlo Optimization; 8 The Cross-Entropy Method; 9 Counting via Monte Carlo; Appendix; Abbreviations and Acronyms; List of Symbols; Index.
A resource for understanding the power behind Monte Carlo Methods. It introduces and explains most ideas by way of concrete examples, algorithms, and practical experiments.
9780470230381 047023038X 9780470230374 0470230371
10.1002/9780470230381 doi
10.1002/9780470230381 Wiley InterScience http://www3.interscience.wiley.com
Monte Carlo method.
Digital computer simulation.
Digital computer simulation.
Monte Carlo method.
MATHEMATICS--Numerical Analysis.
Digital computer simulation.
Monte Carlo method.
Electronic books.
QA298 / .R8 2008eb
518.282
Simulation and the monte carlo method. - 2nd ed. / Reuven Y. Rubinstein, Dirk P. Kroese. - 1 online resource (xvii, 345 pages) : illustrations. - Wiley series in probability and statistics . - Wiley series in probability and statistics. .
Previous edition: published as by Reuven Y. Rubenstein. 1981.
Includes bibliographical references and index.
SIMULATION AND THE MONTE CARLO METHOD; CONTENTS; Preface; Acknowledgments; 1 Preliminaries; 2 Random Number, Random Variable, and Stochastic Process Generation; 3 Simulation of Discrete-Event Systems; 4 Statistical Analysis of Discrete-Event Systems; 5 Controlling the Variance; 6 Markov Chain Monte Carlo; 7 Sensitivity Analysis and Monte Carlo Optimization; 8 The Cross-Entropy Method; 9 Counting via Monte Carlo; Appendix; Abbreviations and Acronyms; List of Symbols; Index.
A resource for understanding the power behind Monte Carlo Methods. It introduces and explains most ideas by way of concrete examples, algorithms, and practical experiments.
9780470230381 047023038X 9780470230374 0470230371
10.1002/9780470230381 doi
10.1002/9780470230381 Wiley InterScience http://www3.interscience.wiley.com
Monte Carlo method.
Digital computer simulation.
Digital computer simulation.
Monte Carlo method.
MATHEMATICS--Numerical Analysis.
Digital computer simulation.
Monte Carlo method.
Electronic books.
QA298 / .R8 2008eb
518.282