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Simulation and the Monte Carlo method / Reuven Y. Rubinstein and Dirk P. Kroese

By: Contributor(s): Material type: TextTextSeries: Wiley series in probability and statisticsPublication details: New Jersey : John Wiley, ©2017.Edition: 3rd edDescription: xvii, 414 pages : illustrations ; 25 cmISBN:
  • 9781118632161
Subject(s): Additional physical formats: Online version:: Simulation and the Monte Carlo method.DDC classification:
  • 519.282 23 R896
Contents:
1. Preliminaries -- 2. Random number, Random variable, and stochastic process generation -- 3. Simulation of discrete-event systems -- 4. Statistical analysis of discrete-event systems -- 5. Controlling the variance -- 6. Markov chain Monte Carlo -- 7. Sensitivity analysis and Monte Carlo optimization -- 8. Cross-entropy method -- 9. Splitting method -- 10. Stochastic enumeration method -- Appendix.
Summary: Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.282 R896 (Browse shelf(Opens below)) Available 137745
Total holds: 0

Includes bibliographical references and index.

1. Preliminaries --
2. Random number, Random variable, and stochastic process generation --
3. Simulation of discrete-event systems --
4. Statistical analysis of discrete-event systems --
5. Controlling the variance --
6. Markov chain Monte Carlo --
7. Sensitivity analysis and Monte Carlo optimization --
8. Cross-entropy method --
9. Splitting method --
10. Stochastic enumeration method --
Appendix.

Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago.

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