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:
Online Access:Click for online access
Description
Summary: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 background material. Object-oriented programming of simulations is illustrated in Python, while the majority of the book is programming language independent. In addition to covering the foundations of simulation and simulation programming for applications, the text prepares readers to use simulation in their research. A solutions manual for end-of-chapter exercises is available for instructors.
Physical Description:1 online resource (xvi, 313 pages) : illustrations (some color)
Bibliography:Includes bibliographical references and index.
ISBN:9783030861940
3030861945
ISSN:2214-7934 ;
Source of Description, Etc. Note:Online resource; title from PDF title page (SpringerLink, viewed November 15, 2021).