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Simulation and the Monte Carlo Method, 2nd Edition Set / Edition 2

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Overview

This set contains the text Simulation and the Monte Carlo Method, Second Edition 9780470177945 and the Student Solutions Manual to Accompany Simulation and the Monte Carlo Method, Second Edition 9780470258798.

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Product Details

Meet the Author

Reuven Y. Rubinstein, DSc, is Professor Emeritus in the Faculty of Industrial Engineering and Management at Technion-Israel Institute of Technology. He has served as a consultant at numerous large-scale organizations, such as IBM, Motorola, and NEC. The author of over 100 articles and six books, Dr. Rubinstein is also the inventor of the popular score-function method in simulation analysis and generic cross-entropy methods for combinatorial optimization and counting.

Dirk P. Kroese, PhD, is Senior Lecturer in Statistics in the Department of Mathematics at The University of Queensland, Australia. He has published over fifty articles in a wide range of areas in applied probability and statistics, including Monte Carlo methods, cross-entropy, randomized algorithms, tele-traffic theory, reliability, computational statistics, applied probability, and stochastic modeling.

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Table of Contents

Systems, Models, Simulation and the Monte Carlo Method.
Random Number Generation.
Random Variate Generation.
Monte Carlo Integration and Variance Reduction Techniques.
Linear Equations and Markov Chains.
Regenerative Method for Simulation Analysis.
Monte Carlo Optimization.
Appendix.
Exercises.
References.
Index.
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