A Guide to Simulation (Hardback)
  • A Guide to Simulation (Hardback)
zoom

A Guide to Simulation (Hardback)

(author), (author), (author)
£119.99
Hardback 397 Pages / Published: 13/05/1987
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket
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.

Publisher: Springer-Verlag New York Inc.
ISBN: 9780387964676
Number of pages: 397
Weight: 1700 g
Dimensions: 235 x 155 x 23 mm
Edition: 2nd ed. 1987

You may also be interested in...

Chaos
Added to basket
£10.99
Paperback
About Time
Added to basket
£10.99
Paperback
Probability and Random Processes
Added to basket
Chaos: A Very Short Introduction
Added to basket
Mathematics for Economists
Added to basket
Linear Algebra
Added to basket
£31.49
Paperback
Mathematical Techniques
Added to basket
Nonlinear Dynamics and Chaos
Added to basket
Mathematics for Economics and Finance
Added to basket
Probability
Added to basket
£26.49
Paperback
An Introduction to Quantitative Finance
Added to basket
Measurement
Added to basket
£17.95
Paperback

Please sign in to write a review

Your review has been submitted successfully.