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Simulation and the Monte Carlo method

Reuven Y Rubinstein Dirk P Kroese

Hoboken, N.J John Wiley & Sons c2008

Localização: EACH - Esc. Artes, Ciências e Humanidades    (519.282 R86s 2.ed. ) e outros locais(Acessar)

  • Título:
    Simulation and the Monte Carlo method
  • Autor: Reuven Y Rubinstein
  • Dirk P Kroese
  • Assuntos: Monte Carlo method; Digital computer simulation; Monte-Carlo-Simulation; Computersimulation; MÉTODO DE MONTE CARLO; SIMULAÇÃO; COMPUTADORES DIGITAIS (SIMULAÇÃO)
  • Notas: Includes bibliographical references and index.
  • Descrição: 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.
    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
  • Títulos relacionados: Série:Wiley series in probability and statistics
  • Editor: Hoboken, N.J John Wiley & Sons
  • Data de criação/publicação: c2008
  • Formato: xvii, 345 p ill 25 cm.
  • Idioma: Inglês
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  • Realização: ABCD-USP USP   Logos de Redes Sociais: Freepik

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