Simulation and the Monte Carlo method

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Simulation and the Monte Carlo method / Reuven Y. Rubinstein

資料種別:: 図書
出版情報:: New York : Wiley, c1981
形態:: xv, 278 p. ; 24 cm
シリーズ名:: Wiley series in probability and mathematical statistics ; . Probability and mathematical statistics <BA00019013>
著者名:: Rubinstein, Reuven Y. <DA00379423>
ISBN:: 9780471089179 [0471089176]
書誌ID:: BA0071523X

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注記:

Includes bibliographies and index

主題:

Digital computer simulation; Monte Carlo method

言語:

英語

目次情報:

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

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

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