Foundations and methods of stochastic simulation : a first course

Foundations and methods of stochastic simulation : a first course / Barry L. Nelson, Linda Pei.

This graduate-level textbook covers modelling, programming and analysis of stochastic computer simulation experiments, including the mathematical and statistical foundations of simulation and why it works. The book is rigorous and complete, but concise and accessible, providing all necessary backgro...

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Bibliographic Details
Main Authors: Nelson, Barry L. (Author), Pei, Linda (Author)
Format: eBook
Language:English
Published: Cham, Switzerland : Springer, 2021.
Edition:Second edition.
Series:International series in operations research & management science ; v. 316.
Subjects:
Stochastic analysis.
Simulation methods.
Stochastic processes > Mathematical models.
simulation methods.
Simulation methods
Stochastic analysis
Stochastic processes > Mathematical models
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