Simulation
"In formulating a stochastic model to describe a real phenomenon, it used to be that one compromised between choosing a model that is a realistic replica of the actual situation and choosing one whose mathematical analysis is tractable. That is, there did not seem to be any payoff in choosing a...
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| Main Author: | |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Amsterdam :
Academic Press,
2013.
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| Edition: | 5th ed. |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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Table of Contents:
- Machine generated contents note: Preface; Introduction; Elements of Probability; Random Numbers; Generating Discrete Random Variables; Generating Continuous Random Variables; The Discrete Event Simulation Approach; Statistical Analysis of Simulated Data; Variance Reduction Techniques; Statistical Validation Techniques; Markov Chain Monte Carlo Methods; Some Additional Topics; Exercises; References; Index.