A Guide to Simulation

Authors: Bratley, Paul, Fox, Bennet L., Schrage, Linus E.

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About this book

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.

Table of contents (8 chapters)

Buy this book

eBook $149.00
price for USA (gross)
  • ISBN 978-1-4419-8724-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $189.00
price for USA
  • ISBN 978-0-387-96467-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $189.00
price for USA
  • ISBN 978-1-4612-6457-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
A Guide to Simulation
Authors
Copyright
1987
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4419-8724-2
DOI
10.1007/978-1-4419-8724-2
Hardcover ISBN
978-0-387-96467-6
Softcover ISBN
978-1-4612-6457-6
Edition Number
2
Number of Pages
XXI, 397
Topics