Simulation and the Monte Carlo Method

Simulation and the Monte Carlo Method

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Description

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.
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Product details

  • Hardback | 304 pages
  • 154.94 x 231.14 x 25.4mm | 544.31g
  • John Wiley & Sons Inc
  • New York, United States
  • English
  • illustrations, bibliography, index
  • 0471089176
  • 9780471089179

Table of contents

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.
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