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Simulation and the Monte Carlo Method

Publisher: 
John Wiley
Number of Pages: 
304
Price: 
184.00
ISBN: 
978-0-471-08917-9
Date Received: 
Friday, February 2, 2007
Reviewable: 
Yes
Include In BLL Rating: 
Yes
Reuven Y. Rubinstein
Series: 
Wiley Series in Probability and Statistics
Publication Date: 
1981
Format: 
Hardcover
Category: 
Monograph
BLL Committee
11/5/2010
BLL Rating: 

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.

Publish Book: 
Modify Date: 
Friday, November 5, 2010

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