Simulation

Sheldon M. Ross

298 pages, parution le 14/09/2006 (4^eme édition)

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Résumé

Sheldon Ross's Simulation, Fourth Edition introduces aspiring and practicing actuaries, engineers, computer scientists, and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers can apply results of these analyses to problems in a wide variety of fields in order to obtain effective, accurate solutions, and to make predictions about future outcomes.

The text explains how a computer can be used to generate random numbers, and how to use these random numbers to generate the behavior of a stochastic model over time. It presents the statistics needed to analyze simulated data as, well as those needed for validating the simulation model.

NEW TO THIS EDITION:

New sections on applications of stratified sampling to analyzing systems having Poisson arrivals, to computing multidimensional integrals of monotone functions, and to compound random vectors
New results on generating a sequence of Bernoulli random variables
New results on the optimal use of the exponential to generate gamma random variables by the rejection method
New example related to finding the distribution of the number of healthy cells that survive when all cancer cells are to be killed
Many new exercises

L'auteur - Sheldon M. Ross

Après avoir terminé des études à l'Université de Stanford, Sheldon M. Ross fut nommé en 1968 professeur au département de Génie Industriel et Recherche Opérationnelle de l'Université de Californie à Berkeley. Il est l'auteur de nombreux articles et de plusieurs livres consacrés au domaine des probabilités, parmi lesquels Applied Probability Models with Optimization Application, Introduction to Probability Models, Introduction to Probability & Statistics for Engineers & Scientists, et Stochastic Processes outre le présent titre. Il est aussi éditeur de Probability in the Engineering and Informational Sciences (Cambridge).

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Sommaire

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
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Academic Press
Auteur(s)	Sheldon M. Ross
Parution	14/09/2006
Édition	4^eme édition
Nb. de pages	298
Format	16 x 24
Couverture	Relié
Poids	616g
Intérieur	Noir et Blanc
EAN13	9780125980630
ISBN13	978-0-12-598063-0