Title Simulation and the monte carlo method

Edition Second edition / Reuven Y. Rubinstein, Dirk P. Kroese Published Hoboken, N.J. : John Wiley & Sons, [2008] ©2008

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Description 1 online resource (xvii, 345 pages) : illustrations Series Wiley series in probability and statistics Wiley series in probability and statistics. 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 Bibliography Includes bibliographical references and index Notes Description based on print version record Subject Monte Carlo method. Digital computer simulation. Form Electronic book Author Kroese, Dirk P. Wiley InterScience (Online service) ISBN 9780470230381 electronic bk 047023038X electronic bk

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