TY  - BOOK
AU  - Rubinstein,Reuven Y.
AU  - Kroese,Dirk P.
TI  - Simulation and the Monte Carlo method
T2  - Wiley series in probability and statistics
SN  - 9781118632161 
U1  - 519.282 23
PY  - 2017///
CY  - New Jersey : 
PB  - John Wiley
KW  - Monte Carlo method
KW  - Digital computer simulation
KW  - Mathematical statistics
KW  - Sampling (Statistics)
N1  - 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
N2  - 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.
ER  -