Simulation

Sheldon M. Ross

274 pages, parution le 22/01/2002 (3^eme édition)

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Résumé

The third edition of Sheldon Ross' best-selling Simulation provides a practical introduction to constructing computerized simulations for analyzing and interpreting real phenomena. These simulations are applied to problems in a wide variety of fields, including actuarial science, engineering, mathematics, and physical sciences, to obtain effective, accurate solutions.

Simulation, Third Edition includes new material on the insurance risk model, generating a random vector, and evaluating an exotic option. Also new is coverage of the changing nature of statistical methods in practice, as a result of advances in computing technology.

Features

Presents the statistics needed to analyze simulated data, as well as for validating the simulation model.
Provides applied examples throughout the text-such as multiple server queuing methods, inventory control, and exercising stock options-to illustrate and motivate the theory.
Stresses variance reduction, including control variables, their use in estimating the expected return at blackjack, and their relation to regression analysis.
Includes a chapter on Markov chain Monte Carlo methods.
Contains unique material on the alias method for generating discrete random variables.

Contents

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.

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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Caractéristiques techniques

	PAPIER
Éditeur(s)	Academic Press
Auteur(s)	Sheldon M. Ross
Parution	22/01/2002
Édition	3^eme édition
Nb. de pages	274
Format	15,5 x 23,5
Couverture	Relié
Poids	552g
Intérieur	Noir et Blanc
EAN13	9780125980531
ISBN13	978-0-12-598053-1