The Resource Simulation and the monte carlo method

Simulation and the monte carlo method

Label
Simulation and the monte carlo method
Title
Simulation and the monte carlo method
Creator
Contributor
Subject
Language
eng
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
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Rubinstein, Reuven Y
Illustrations
illustrations
Index
index present
LC call number
QA298
LC item number
.R8 2008
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Kroese, Dirk P
Series statement
Wiley series in probability and statistics
http://library.link/vocab/subjectName
  • Monte Carlo method
  • Digital computer simulation
Label
Simulation and the monte carlo method
Link
Instantiates
Publication
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
Dimensions
25 cm.
Edition
  • 2nd ed. /
  • Reuven Y. Rubinstein, Dirk P. Kroese.
Extent
xvii, 345 p.
Isbn
9780470177945
Isbn Type
(cloth : acid-free paper)
Lccn
2007029068
Other physical details
ill.
System control number
  • 3228370-01okla_normanlaw
  • (SIRSI)3228370
  • (Sirsi) o155756971
  • (OCoLC)155756971
Label
Simulation and the monte carlo method
Link
Publication
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
Dimensions
25 cm.
Edition
  • 2nd ed. /
  • Reuven Y. Rubinstein, Dirk P. Kroese.
Extent
xvii, 345 p.
Isbn
9780470177945
Isbn Type
(cloth : acid-free paper)
Lccn
2007029068
Other physical details
ill.
System control number
  • 3228370-01okla_normanlaw
  • (SIRSI)3228370
  • (Sirsi) o155756971
  • (OCoLC)155756971

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