Research Catalog

Simulation and the monte carlo method.

Title
Simulation and the monte carlo method.
Author
Rubinstein, Reuven Y.
Publication
Hoboken, N.J. : John Wiley & Sons, c2008.
Supplementary Content
  • Contributor biographical information
  • Publisher description

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Details

Additional Authors
Kroese, Dirk P.
Description
xvii, 345 p. : ill.; 25 cm.
Summary
"Simulation and the Monte Carlo Method, Second 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 twenty-five years ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences." "Requiring only a basic, introductory knowledge of probability and statistics, Simulation and the Monte Carlo Method, Second Edition is an excellent text for upper-undergraduate and beginning graduate courses in simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method."--BOOK JACKET.
Series Statement
Wiley series in probability and statistics
Subject
  • Monte Carlo method
  • Digital computer simulation
Bibliography (note)
  • Includes bibliographical references and index.
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. The cross-entropy method -- 9. Counting via Monte Carlo.
ISBN
  • 9780470177945 (cloth : acid-free paper)
  • 0470177942 (cloth : acid-free paper)
LCCN
  • 2007029068
  • 99934681999
OCLC
  • ocn155756971
  • 155756971
  • SCSB-5486279
Owning Institutions
Columbia University Libraries