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Simulation and the Monte Carlo Method
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Artikel-Nr:
9780470317228
Veröffentl:
2009
Einband:
E-Book
Seiten:
304
Autor:
Reuven Y. Rubinstein
Serie:
Wiley Series in Probability and Statistics
eBook Typ:
PDF
eBook Format:
Reflowable E-Book
Kopierschutz:
Adobe DRM [Hard-DRM]
Sprache:
Englisch
Beschreibung:
This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.
This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.
Systems, Models, Simulation and the Monte Carlo Method.Random Number Generation.Random Variate Generation.Monte Carlo Integration and Variance Reduction Techniques.Linear Equations and Markov Chains.Regenerative Method for Simulation Analysis.Monte Carlo Optimization.Appendix.Exercises.References.Index.