Download e-book for iPad: Simulation and the Monte Carlo Method (Wiley Series in by Reuven Y. Rubinstein, Visit Amazon's Dirk P. Kroese Page,

By Reuven Y. Rubinstein, Visit Amazon's Dirk P. Kroese Page, search results, Learn about Author Central, Dirk P. Kroese,

ISBN-10: 0471089176

ISBN-13: 9780471089179

This ebook offers the 1st simultaneous assurance of the statistical facets of simulation and Monte Carlo tools, their commonalities and their modifications for the answer of a large spectrum of engineering and clinical difficulties. It comprises common fabric frequently thought of in Monte Carlo simulation in addition to new fabric corresponding to variance aid innovations, regenerative simulation, and Monte Carlo optimization.

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Extra info for Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)

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REFERENCES I 2 3 4 5 6 7 8 9 10 II Ackoff, R. ,Towards a system of systems concepts, MaMge. , 17, 19771, 661-671. Burt, I. , D. P. Graver, and M. Perlas, SimpIe stochastic networks: Some problem and procedures, Nav. Res. I q i s r . Qwr:.. 17, 1970, 439-459. Chorafas, D. , System and Sinairtion. Acadrmic, New York, 1%5. Churchman, C. W.. R. L. Ackoff, and E. L. Amoff, Introdttction to Operotionr Research, Wilcy, New York, 1959. b s h a f f , J. R. and R. L. Sisson, Design and Use of Computer SimuIation Modeis, Macmillan, New York, 1970.

R 1, does not. For a “true” sequence of random numbers the probability of obtaining a gap of length r is given in Ref. 1). 15) A chi-square goodness-of-fit test based on the comparison of the expected and actual numbers of gaps of length r may again be used. 7 Maximum Test [35J ,, . Let Y,“ = max(U(,. . q k )j, = I , . . ,N, be a sequence of N ktuples. It is shown in Ref. , V,, is from %(O, I), then Y:, . , Y i is also from %(O, 1). To check whether or not U , , . ”,j = I , . , N}. “ In fact, more computer time may be spent testing random numbers than generating them.

D. P. Graver, and M. Perlas, SimpIe stochastic networks: Some problem and procedures, Nav. Res. I q i s r . Qwr:.. 17, 1970, 439-459. Chorafas, D. , System and Sinairtion. Acadrmic, New York, 1%5. Churchman, C. W.. R. L. Ackoff, and E. L. Amoff, Introdttction to Operotionr Research, Wilcy, New York, 1959. b s h a f f , J. R. and R. L. Sisson, Design and Use of Computer SimuIation Modeis, Macmillan, New York, 1970. Frmakov. J. , Monte Carlo Method and Rdated Questions, Nauka, Moskow, 1976 (in Russian).

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Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics) by Reuven Y. Rubinstein, Visit Amazon's Dirk P. Kroese Page, search results, Learn about Author Central, Dirk P. Kroese,


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