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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StatusFormatAccessCall NumberItem Location
TextUse in library QA298 .R8 2008Off-site
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Details

Additional Authors
Kroese, Dirk P.
Description
xvii, 345 p. : ill.; 25 cm.
Series Statement
Wiley series in probability and statistics
Subject
  • Digital computer simulation
  • Monte Carlo method
Bibliography (note)
  • Includes bibliographical references and index.
Contents
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.
ISBN
  • 9780470177945 (cloth : acid-free paper)
  • 0470177942 (cloth : acid-free paper)
LCCN
2007029068
Owning Institutions
Princeton University Library