Simulation and the monte carlo method.
| データ種別 | 電子ブック |
|---|---|
| 版 | 2nd ed. / / Reuven Y. Rubinstein, Dirk P. Kroese. |
| 出版者 | Hoboken, N.J. : : Wiley ; |
| 出版年 | 2008. |
| 大きさ | 1 online resource (xvii, 345 pages) : : illustrations. |
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| 内容注記 | SIMULATION AND THE MONTE CARLO METHOD; CONTENTS; Preface; Acknowledgments; 1 Preliminaries; 2 Random Number, Random Variable, and Stochastic Process Generation; 3 Simulation of Discrete-Event Systems; 4 Statistical Analysis of Discrete-Event Systems; 5 Controlling the Variance; 6 Markov Chain Monte Carlo; 7 Sensitivity Analysis and Monte Carlo Optimization; 8 The Cross-Entropy Method; 9 Counting via Monte Carlo; Appendix; Abbreviations and Acronyms; List of Symbols; Index. / SIMULATION AND THE MONTE CARLO METHOD; CONTENTS; Preface; Acknowledgments; 1 Preliminaries; 2 Random Number, Random Variable, and Stochastic Process Generation; 3 Simulation of Discrete-Event Systems; 4 Statistical Analysis of Discrete-Event Systems; 5 Controlling the Variance; 6 Markov Chain Monte Carlo; 7 Sensitivity Analysis and Monte Carlo Optimization; 8 The Cross-Entropy Method; 9 Counting via Monte Carlo; Appendix; Abbreviations and Acronyms; List of Symbols; Index. |
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| 一般注記 | $aWiley series in probability and statistics Previous edition: published as by Reuven Y. Rubenstein. 1981. Includes bibliographical references and index. A resource for understanding the power behind Monte Carlo Methods. It introduces and explains most ideas by way of concrete examples, algorithms, and practical experiments. |
| 著者標目 | *Rubinstein, Reuven Y. Kroese, Dirk P. Wiley InterScience (Online service) |
| 件 名 | LCSH:Monte Carlo method. LCSH:Digital computer simulation. FREE:Digital computer simulation. FREE:Monte Carlo method. FREE:MATHEMATICS -- Numerical Analysis. -- bisacsh 全ての件名で検索 FREE:Digital computer simulation. -- fast -- (OCoLC)fst00893651 全ての件名で検索 FREE:Monte Carlo method. -- fast -- (OCoLC)fst01025819 全ての件名で検索 FREE:Electronic books. |
| 分 類 | LCC:QA298 DC:518.282 |
| 巻冊次 | 9780470230381 ; ISBN:9780470230381  047023038X ; ISBN:047023038X 9780470230374 ; ISBN:9780470230374 0470230371 ; ISBN:0470230371 XISBN:9780470177945 XISBN:0470177942
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| ISBN | 9780470230381 |
| URL | http://onlinelibrary.wiley.com/book/10.1002/9780470230381 |
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