Simulation and the Monte Carlo method

著者

• Rubinstein, Reuven Y.

書誌事項

Simulation and the Monte Carlo method

Reuven Y. Rubinstein

（Wiley series in probability and mathematical statistics, . Probability and mathematical statistics）

Wiley, c1981

注記

Includes bibliographies and index

内容説明・目次

目次

Systems, Models, Simulation and the Monte Carlo Method. Random Number Generation. Random Variate Generation. Monte Carlo Integration and Variance Reduction Techniques. Linear Equations and Markov Chains. Regenerative Method for Simulation Analysis. Monte Carlo Optimization. Appendix. Exercises. References. Index.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA0071523X
• ISBN:
  • 0471089176
• LCCN: 81001873
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: xv, 278 p.
• 大きさ: 24 cm
• 分類:
  • LCC : QA298
  • DC19 : 519.2/82
• 件名:
  • LCSH : Monte Carlo method
  • LCSH : Digital computer simulation
• 親書誌ID:
  • BA00019013