Overview
- Authors:
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Paul Bratley
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Département d’informatique et de recherche opérationnelle, Université de Montréal, Montréal, Canada
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Bennett L. Fox
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Department of Mathematics, University of Colorado, Denver, USA
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Linus E. Schrage
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Graduate School of Business, University of Chicago, Chicago, USA
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Table of contents (8 chapters)
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- Paul Bratley, Bennett L. Fox, Linus E. Schrage
Pages 1-43
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- Paul Bratley, Bennett L. Fox, Linus E. Schrage
Pages 44-76
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- Paul Bratley, Bennett L. Fox, Linus E. Schrage
Pages 77-123
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- Paul Bratley, Bennett L. Fox, Linus E. Schrage
Pages 124-144
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- Paul Bratley, Bennett L. Fox, Linus E. Schrage
Pages 145-191
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- Paul Bratley, Bennett L. Fox, Linus E. Schrage
Pages 192-227
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- Paul Bratley, Bennett L. Fox, Linus E. Schrage
Pages 228-280
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- Paul Bratley, Bennett L. Fox, Linus E. Schrage
Pages 281-301
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Back Matter
Pages 303-397
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.
Authors and Affiliations
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Département d’informatique et de recherche opérationnelle, Université de Montréal, Montréal, Canada
Paul Bratley
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Department of Mathematics, University of Colorado, Denver, USA
Bennett L. Fox
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Graduate School of Business, University of Chicago, Chicago, USA
Linus E. Schrage
