TY  - BOOK
AU  - Rubinstein,Reuven Y.
AU  - Kroese,Dirk P.
ED  - Wiley InterScience (Online service)
TI  - Simulation and the monte carlo method
T2  - Wiley series in probability and statistics
SN  - 9780470230381
AV  - QA298 .R8 2008eb
U1  - 518.282 22
PY  - 2008///
CY  - Hoboken, N.J.
PB  - Wiley
KW  - Monte Carlo method
KW  - Digital computer simulation
KW  - MATHEMATICS
KW  - Numerical Analysis
KW  - bisacsh
KW  - fast
KW  - Electronic books
N1  - 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
N2  - 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
UR  - https://doi.org/10.1002/9780470230381
ER  -