Research Catalog

Simulation and the monte carlo method

Title
Simulation and the monte carlo method / Reuven Y. Rubinstein.
Author
Rubinstein, Reuven Y.
Publication
New York : Wiley, ©1981.

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TextUse in library QA298 .R8Off-site

Details

Description
xv, 278 pages; 24 cm.
Series Statement
Wiley series in probability and mathematical statistics
Uniform Title
Wiley series in probability and mathematical statistics.
Subject
  • Monte Carlo method
  • Digital computer simulation
  • Monte Carlo Method
  • Computer Simulation
  • simulation
  • Digital computer simulation
  • Monte Carlo method
  • Monte-Carlo-Simulation
  • Simulation
  • Wahrscheinlichkeitsrechnung
  • Monte Carlo-methode
  • Simulatie
  • Computer simulation
  • Simulation, Méthodes de
  • Simulation par ordinateur
  • Monte-Carlo, Méthode de
Bibliography (note)
  • Includes bibliographies and index.
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.
ISBN
  • 0471089176
  • 9780471089179
LCCN
81001873
OCLC
  • ocm07275104
  • 7275104
  • SCSB-28823
Owning Institutions
Princeton University Library