A Guide to Simulation (Paperback)

Paul Bratley

ISBN 10: 146126457X / ISBN 13: 9781461264576

Edité par Springer-Verlag New York Inc., New York, NY, 2012

A propos de cet article

Paperback. Changes and additions are sprinkled throughout. Among the significant new features are: Markov-chain simulation (Sections 1. 3, 2. 6, 3. 6, 4. 3, 5. 4. 5, and 5. 5); gradient estimation (Sections 1. 6, 2. 5, and 4. 9); better handling of asynchronous observations (Sections 3. 3 and 3. 6); radically updated treatment of indirect estimation (Section 3. 3); new section on standardized time series (Section 3. 8); better way to generate random integers (Section 6. 7. 1) and fractions (Appendix L, program UNIFL); thirty-seven new problems plus improvements of old problems. Helpful comments by Peter Glynn, Barry Nelson, Lee Schruben, and Pierre Trudeau stimulated several changes. Our new random integer routine extends ideas of Aarni Perko. Our new random fraction routine implements Pierre L'Ecuyer's recommended composite generator and provides seeds to produce disjoint streams. We thank Springer-Verlag and its late editor, Walter Kaufmann-Bilhler, for inviting us to update the book for its second edition. Working with them has been a pleasure. Denise St-Michel again contributed invaluable text-editing assistance. Preface to the First Edition Simulation means driving a model of a system with suitable inputs and observing the corresponding outputs. It is widely applied in engineering, in business, and in the physical and social sciences. Among the significant new features are: Markov-chain simulation (Sections 1. better handling of asynchronous observations (Sections 3. 3 and 3. radically updated treatment of indirect estimation (Section 3. new section on standardized time series (Section 3. better way to generate random integers (Section 6. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

N° de réf. du vendeur 9781461264576

Détails bibliographiques

• Titre: A Guide to Simulation (Paperback)
• Éditeur: Springer-Verlag New York Inc., New York, NY
• Date de parution: 2012
• Langue: anglais
• ISBN à 10 chiffres: 146126457X
• ISBN à 13 chiffres: 9781461264576
• Reliure: Paperback
• Édition: 2ème Édition
• État de l'article: new

A propos de ce titre

Synopsis

Changes and additions are sprinkled throughout. Among the significant new features are: • Markov-chain simulation (Sections 1. 3, 2. 6, 3. 6, 4. 3, 5. 4. 5, and 5. 5); • gradient estimation (Sections 1. 6, 2. 5, and 4. 9); • better handling of asynchronous observations (Sections 3. 3 and 3. 6); • radically updated treatment of indirect estimation (Section 3. 3); • new section on standardized time series (Section 3. 8); • better way to generate random integers (Section 6. 7. 1) and fractions (Appendix L, program UNIFL); • thirty-seven new problems plus improvements of old problems. Helpful comments by Peter Glynn, Barry Nelson, Lee Schruben, and Pierre Trudeau stimulated several changes. Our new random integer routine extends ideas of Aarni Perko. Our new random fraction routine implements Pierre L'Ecuyer's recommended composite generator and provides seeds to produce disjoint streams. We thank Springer-Verlag and its late editor, Walter Kaufmann-Bilhler, for inviting us to update the book for its second edition. Working with them has been a pleasure. Denise St-Michel again contributed invaluable text-editing assistance. Preface to the First Edition Simulation means driving a model of a system with suitable inputs and observing the corresponding outputs. It is widely applied in engineering, in business, and in the physical and social sciences.