Simulation and the Monte Carlo Method

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Wiley, May 14, 1981 - Mathematics - 304 pages
This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.

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Contents

SYSTEMS MODELS SIMULATION
1
RANDOM NUMBER GENERATION
20
RANDOM VARIATE GENERATION
38
Copyright

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About the author (1981)

Technion-Israel Institute of Technology, Haifa.

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