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Simulation and the Monte Carlo Method

Simulation and the Monte Carlo Method - Wiley Series in Probability and Statistics

Audio-visual / Multimedia Item (27 May 2008)

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Publisher's Synopsis

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.

Book information

ISBN: 9780470316511
Publisher: Wiley Blackwell
Imprint: John Wiley & Sons, Inc.
Pub date:
Language: English
Weight: 666g
Height: 250mm
Width: 150mm
Spine width: 15mm