Essentials of Monte Carlo simulation : statistical methods for building simulation models

Author:Nicholas T. Thomopoulos (Author)

Summary:Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. This book features 11 comprehensive chapters, and discusses such key topics as random number generators, multivariate random variates, and continuous random variates.

Print Book, English, 2013

Edition:View all formats and editions

Publisher: Springer, New York, 2013

Physical Description:xviii, 171 pages : illustrations (some color) ; 24 cm

ISBN:

9781461460213, 9781461460220, 1461460212, 1461460220

OCLC Number / Unique Identifier:830520716

Subjects:

Méthode de Monte-Carlo

Monte Carlo method

Contents:

Introduction.- Random Number Generators.- Generating Random Variates.- Generating Continuous Random Variates.- Generating Discrete Random Variates.- Generating Multivariate Random Variates.- Special Applications.- Output From Simulation Runs.- Analysis Of Output Data.- Choosing the Probability Distribution From Data.- Choosing the Probability Distribution When No Data.- Appendix.- Problems.- Solutions.