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| Simulation (Fifth Edition) Copyright © 2013 Elsevier Inc. All rights reserved. Edited by: Sheldon M. Ross ISBN: 978-0-12-415825-2 |
By
- Sheldon Ross, University of Southern California, Los Angeles, USA
This latest edition features all-new material on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relation to regression analysis. Additionally, the 5th edition expands on Markov chain monte carlo methods, and offers unique information on the alias method for generating discrete random variables.
By explaining 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, Ross’s Simulation, 5th edition presents the statistics needed to analyze simulated data as well as that needed for validating the simulation model.
Audience
Senior/graduate level students taking a course in Simulation, found in many different departments, including: Computer Science, Industrial Engineering, Operations Research, Statistics, Mathematics, Electrical Engineering, and Quantitative Business Analysis.
Reviews
"I have always liked Ross’ books, as he is simultaneously mathematically rigorous and very interested in applications. The biggest strength I see is the rare combination of mathematical rigor and illustration of how the mathematical methodologies are applied in practice. Books with practical perspective are rarely this rigourous and mathematically detailed. I also like the variety of exercises, which are quite challenging and demanding excellence from students."
--Prof. Krzysztof Ostaszewski, Illinois State University.
Contents
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; Additional Variance Reduction Techniques; Statistical Validation Techniques; Markov Chain Monte Carlo Methods; Index
Simulation(Fifth Edition).pdf
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