Simulation and the monte carlo method.
Material type:
TextSeries: Wiley series in probability and statisticsPublisher: Hoboken, N.J. : Wiley ; 2008Distributor: Chichester : John Wiley [distributor], 2008Edition: 2nd ed. / Reuven Y. Rubinstein, Dirk P. KroeseDescription: 1 online resource (xvii, 345 pages) : illustrationsContent type: text Media type: computer Carrier type: online resourceISBN: 9780470230381; 047023038X; 9780470230374; 0470230371Subject(s): Monte Carlo method | Digital computer simulation | Digital computer simulation | Monte Carlo method | MATHEMATICS -- Numerical Analysis | Digital computer simulation | Monte Carlo methodGenre/Form: Electronic books.Additional physical formats: Print version:: Simulation and the monte carlo method.DDC classification: 518.282 LOC classification: QA298 | .R8 2008ebOnline resources: Wiley Online Library | Item type | Current library | Call number | Status | Date due | Barcode |
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Ebooks
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Mysore University Main Library | Not for loan | EBJW236 |
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.
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