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Sinopsis
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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Acerca del autor
Nick T. Thomopoulos is a professor emeritus at the Illinois Institute of Technology. He is the author of six books, including Fundamentals of Queuing Systems (2012). He has more than 100 published papers and presentations to his credit, and for many years, he has consulted in a wide variety of industries in the United States, Europe, and Asia. He has been the recipient of numerous honors, such as the Rist Prize in 1972 from the Military Operations Research Society for new developments in queuing theory, the Distinguished Professor Award in Bangkok, Thailand in 2005 from the IIT Asian Alumni Association, and the Professional Achievement Award in 2009 from the IIT Alumni Association.
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De la contraportada
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 very many 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. More than 100 numerical examples are presented in the chapters to illustrate useful real world applications. The text also contains an easy to read presentation with minimal use of difficult mathematical concepts. With a strong focus in the area of computer Monte Carlo simulation methods, this book will appeal to students and researchers in the fields of Mathematics and Statistics.
Nick T. Thomopoulos is a professor emeritus at the Illinois Institute of Technology. He is the author of six books, including Fundamentals of Queuing Systems (2012). He has more than 100 published papers and presentations to his credit, and for many years, he has consulted in a wide variety of industries in the United States, Europe, and Asia. He has been the recipient of numerous honors, such as the Rist Prize in 1972 from the Military Operations Research Society for new developments in queuing theory, the Distinguished Professor Award in Bangkok, Thailand in 2005 from the IIT Asian Alumni Association, and the Professional Achievement Award in 2009 from the IIT Alumni Association.
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Essentials of Monte Carlo Simulation
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Springer New York Jan 2015, 2015
ISBN 10: 1489986081
ISBN 13: 9781489986085
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 192 pp. Englisch. Nº de ref. del artículo: 9781489986085
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Thomopoulos:Essentials of Monte Carlo S (eng)
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Essentials of Monte Carlo Simulation : Statistical Methods for Building Simulation Models
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Springer New York, Springer US, 2015
ISBN 10: 1489986081
ISBN 13: 9781489986085
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Librería: AHA-BUCH GmbH, Einbeck, Alemania
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9781489986085
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Essentials of Monte Carlo Simulation
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Springer New York, Springer US Jan 2015, 2015
ISBN 10: 1489986081
ISBN 13: 9781489986085
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Essentials of Monte Carlo Simulationfocusesonthe fundamentals of Monte Carlomethods using basic computer simulation techniques. The theories presented in this text deal withsystems that are too complex to solve analytically. As a result, readers are givenasystem of interest and constructsusing computer code, as well asalgorithmic modelsto emulate how the system works internally. After the models arerun severaltimes, in a random sample way, the data for each output variable(s) of interest is analyzed by ordinary statistical methods. Thisbook features11 comprehensive chapters, and discusses such keytopics as random number generators, multivariate random variates, and continuous random variates. Over 100 numerical examples are presented as part of the appendix to illustrateuseful real worldapplications.The text also contains an easy to readpresentation 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 192 pp. Englisch. Nº de ref. del artículo: 9781489986085
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Essentials of Monte Carlo Simulation: Statistical Methods for Building Simulation Models
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