Simulation and the Monte Carlo method /
Dirk P. Kroese [and others].
- 2nd ed.
- 1 online resource (ix, 188 pages)
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.