Edition 
Fifth edition. 
Description 
xii, 310 pages : illustrations ; 24 cm 
Content Type 
text 
Format 
volume 
Bibliography 
Includes bibliographical references and index. 
Contents 
Machine generated contents note: 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; Exercises; References; Index. 
Summary 
"In formulating a stochastic model to describe a real phenomenon, it used to be that one compromised between choosing a model that is a realistic replica of the actual situation and choosing one whose mathematical analysis is tractable. That is, there did not seem to be any payoff in choosing a model that faithfully conformed to the phenomenon under study if it were not possible to mathematically analyze that model. Similar considerations have led to the concentration on asymptotic or steadystate results as opposed to the more useful ones on transient time. However, the relatively recent advent of fast and inexpensive computational power has opened up another approachnamely, to try to model the phenomenon as faithfully as possible and then to rely on a simulation study to analyze it" Provided by publisher. 
Subject 
Random variables.


Probabilities.


Computer simulation.

ISBN 
9780124158252 (hardback) 

0124158250 (hardback) 
OCLC number 
741548323 
