Simulation
Title:
Simulation
Author:
Ross, Sheldon M.
ISBN:
9780124159716
Personal Author:
Edition:
Fifth edition.
Physical Description:
1 online resource (xii, 310 pages) : illustrations
Contents:
Elements of probability -- Random numbers -- Generating discrete random variables -- Generating continuous random variables -- The multivariate normal distribution and copulas -- The discrete event simulation approach -- Statistical analysis of simulated data -- Variance reduction techniques -- Additional variance reduction techniques -- Statistical validation techniques -- Markov chain Monte Carlo methods.
Abstract:
"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"-- Provided by publisher.
Genre:
Electronic Access:
Knovel http://app.knovel.com/web/toc.v/cid:kpSE000016