| Document Type
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BL
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| Record Number
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656983
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| Doc. No
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dltt
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| Main Entry
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Rubinstein, Reuven Y
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| Title & Author
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Simulation and the monte carlo method
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| Edition Statement
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2nd ed. // Reuven Y. Rubinstein, Dirk P. Kroese
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| Publication Statement
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Hoboken, N.J. :: John Wiley & Sons,, c2008
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| Series Statement
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Wiley series in probability and statistics
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| Page. NO
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xvii, 345 p. :: ill. ;; 25 cm
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| ISBN
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9780470177945 (cloth : acid-free paper)
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: 0470177942 (cloth : acid-free paper)
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| Bibliographies/Indexes
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Includes bibliographical references and index
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| Contents
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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
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| Subject
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Monte Carlo method
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| Subject
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Digital computer simulation
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| LC Classification
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QA298.R8 2008
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| Added Entry
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Kroese, Dirk P
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