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portada Essentials of Monte Carlo Simulation: Statistical Methods for Building Simulation Models
Type
Physical Book
Author
Publisher
Language
English
Pages
174
Format
Paperback
Dimensions
23.4x15.6x1 cm
Weight
0.28 kg.
ISBN13
9781489986085
Categories

Essentials of Monte Carlo Simulation: Statistical Methods for Building Simulation Models

Nick T. Thomopoulos (Author) · Springer · Paperback

Essentials of Monte Carlo Simulation: Statistical Methods for Building Simulation Models - Thomopoulos, Nick T.

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Synopsis "Essentials of Monte Carlo Simulation: Statistical Methods for Building Simulation Models"

Essentials of Monte Carlo Simulation focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. The theories presented in this text deal with systems that are too complex to solve analytically. As a result, readers are given a system of interest and constructs using computer code, as well as algorithmic models to emulate how the system works internally. After the models are run several times, in a random sample way, the data for each output variable(s) of interest is analyzed by ordinary statistical methods. This book features 11 comprehensive chapters, and discusses such key topics as random number generators, multivariate random variates, and continuous random variates. Over 100 numerical examples are presented as part of the appendix to illustrate useful real world applications. The text also contains an easy to read presentation with minimal use of difficult mathematical concepts. Very little has been published in the area of computer Monte Carlo simulation methods, and this book will appeal to students and researchers in the fields of Mathematics and Statistics.

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