Essentials of Monte Carlo Simulation: Statistical Methods for Building Simulation Models

Nick T. Thomopoulos

ISBN 10: 1461460212 / ISBN 13: 9781461460213

Edité par Springer-Verlag New York Inc., 2012

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This item is printed on demand. New copy - Usually dispatched within 5-9 working days 460. N° de réf. du vendeur C9781461460213

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Titre : Essentials of Monte Carlo Simulation: ...

Éditeur : Springer-Verlag New York Inc.

Date d'édition : 2012

Reliure : Hardback

Etat : New

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Synopsis :

Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. The theories presented in this text deal with systems that are too complex to solve analytically. As a result, readers are given a system of interest and constructs using computer code, as well as algorithmic models to emulate how the system works internally. After the models are run several times, in a random sample way, the data for each output variable(s) of interest is analyzed by ordinary statistical methods. This book features 11 comprehensive chapters, and discusses such key topics as random number generators, multivariate random variates, and continuous random variates. Over 100 numerical examples are presented as part of the appendix to illustrate useful real world applications. The text also contains an easy to read presentation with minimal use of difficult mathematical concepts. Very little has been published in the area of computer Monte Carlo simulation methods, and this book will appeal to students and researchers in the fields of Mathematics and Statistics.

À propos de l?auteur:

Nick T. Thomopoulos is a professor emeritus at the Illinois Institute of Technology. He is the author of six books, including Fundamentals of Queuing Systems (2012). He has more than 100 published papers and presentations to his credit, and for many years, he has consulted in a wide variety of industries in the United States, Europe, and Asia. He has been the recipient of numerous honors, such as the Rist Prize in 1972 from the Military Operations Research Society for new developments in queuing theory, the Distinguished Professor Award in Bangkok, Thailand in 2005 from the IIT Asian Alumni Association, and the Professional Achievement Award in 2009 from the IIT Alumni Association.

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