Simulation / Sheldon M. Ross.

Format:

Book

Author/Creator:

Ross, Sheldon M.

Language:

English

Subjects (All):

Random variables.

Probabilities.

Computer simulation.

Physical Description:

1 online resource (325 p.)

Edition:

5th ed.

Place of Publication:

Amsterdam : Academic Press, 2013.

Language Note:

English

Summary:

"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.

Contents:

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.

Notes:

Description based upon print version of record

Includes bibliographical references and index.

ISBN:

9781283696135

1283696134

9780124159716

0124159710

OCLC:

818865404