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.

9780470285312 0470285311 9780470230381 047023038X

10.1002/9780470285312 Wiley InterScience http://www3.interscience.wiley.com


Monte Carlo method.
Digital computer simulation.
Digital computer simulation.
Monte Carlo method.
Monte Carlo-methode.
Simulatie.


Electronic books.

QA298 / .R8 2008

518/.282