Simulation and the Monte Carlo method / Dirk P. Kroese [and others].
Publisher: Hoboken, N.J. : Wiley-Interscience, [2008]Copyright date: ©2008Edition: 2nd edDescription: 1 online resource (ix, 188 pages)Content type:- text
- computer
- online resource
- 9780470285312
- 0470285311
- 9780470230381
- 047023038X
- 518/.282 23
- QA298 .R8 2008
Revised edition of: Simulation and the Monte Carlo method / Reuven Y. Rubinstein. 1981.
At head of title: Solutions manual to accompany.
Front Matter -- Problems. Preliminaries -- Random Number, Random Variable, and Stochastic Process Generation -- Simulation of Discrete-Event Systems -- Statistical Analysis of Discrete-Event Systems -- Controlling the Variance -- Markov Chain Monte Carlo -- Sensitivity Analysis and Monte Carlo Optimization -- The Cross-Entropy Method -- Counting via Monte Carlo -- Appendix -- Solutions. Preliminaries -- Random Number, Random Variable, and Stochastic Process Generation -- Simulation of Discrete-Event Systems -- Statistical Analysis of Discrete-Event Systems -- Controlling the Variance -- Markov Chain Monte Carlo -- Sensitivity Analysis and Monte Carlo Optimization -- The Cross-Entropy Method -- Counting via Monte Carlo -- Appendix.
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