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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Autore principale: Ross, Sheldon M.
Ente Autore: ebrary, Inc
Natura: Elettronico eBook
Lingua:inglese
Pubblicazione: Amsterdam : Academic Press, 2013.
Edizione:5th ed.
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Accesso online:An electronic book accessible through the World Wide Web; click to view
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Sommario:
  • 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.