Simulation and the Monte Carlo method / Reuven Y. Rubinstein and Dirk P. Kroese
Material type:
TextSeries: Wiley series in probability and statisticsPublication details: New Jersey : John Wiley, ©2017.Edition: 3rd edDescription: xvii, 414 pages : illustrations ; 25 cmISBN: - 9781118632161
- 519.282 23 R896
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 519.282 R896 (Browse shelf(Opens below)) | Available | 137745 |
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| 519.282 R896 Simulation and the Monte Carlo method | 519.282 R896 Fast sequential Monte Carlo methods for counting and optimization / | 519.282 R896 Fast sequential Monte Carlo methods for counting and optimization / | 519.282 R896 Simulation and the Monte Carlo method / | 519.282 RM-2132 Addisive generation of pseudorandom numbers | 519.282 Sa253 Levy processes and infinitely divisible distributions | 519.282 Sh559 Explorations in Monte Carlo methods |
Includes bibliographical references and index.
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. Cross-entropy method --
9. Splitting method --
10. Stochastic enumeration method --
Appendix.
Simulation and the Monte Carlo Method, Third 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 more than a quarter of a century ago.
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