Cover art for Foundations and Methods of Stochastic Simulation
Published
Springer-Verlag, January 2013
ISBN
9781461461593
Format
Hardcover, 276 pages
Dimensions
23.5cm × 15.5cm × 2.3cm

Foundations and Methods of Stochastic Simulation A First Course by

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This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation and why it works. It introduces object-oriented programming for simulation, covers both the probabilistic and statistical basis for simulation in a rigorous but accessible manner (providing all necessary background material); and provides a modern treatment of experiment design and analysis that goes beyond classical statistics.

The book emphasizes essential foundations throughout, rather than providing a compendium of algorithms and theorems and prepares the reader to use simulation in research as well as practice. The book is a rigorous, but concise treatment, emphasizing lasting principles but also providing specific training in modeling, programming and analysis. In addition to teaching readers how to do simulation, it also prepares them to use simulation in their research; no other book does this. An online solutions manual for end of chapter exercises is also be provided.

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