Ross, Sheldon M.

Simulation / Sheldon M. Ross. - 5th ed. - San Diego : Academic Press / Elsevier , 2013. - xii, 310 p. : ill. ; 24 cm.

Index : p. 303-310.

Includes bibliographical references.

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.

"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 model that faithfully conformed to the phenomenon under study if it were not possible to mathematically analyze that model. Similar considerations have led to the concentration on asymptotic or steady-state results as opposed to the more useful ones on transient time. However, the relatively recent advent of fast and inexpensive computational power has opened up another approach--namely, to try to model the phenomenon as faithfully as possible and then to rely on a simulation study to analyze it"--

0124158250 (hardback) 9780124158252 (hardback)


Random variables.
Probabilities.
Computer simulation.





--Reading book

519.2 / ROS

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