A Guide to Simulation

Bratley, Paul; Fox, Bennet L.; Schrage, Linus E.

ISBN 10: 0387964673 / ISBN 13: 9780387964676

Published by Springer-Verlag, New York, 1987

About this Item

yellow boards red lettering, 397 pp.

Seller Inventory # 64077

Bibliographic Details

• Title: A Guide to Simulation
• Publisher: Springer-Verlag, New York
• Publication Date: 1987
• Language: English
• ISBN 10: 0387964673
• ISBN 13: 9780387964676
• Binding: Hardcover
• Edition: Hardcover Octavo no dust jacket.
• Condition: Very good
• Seller catalogs:
  • Science

About this title

Synopsis

Changes and additions are sprinkled throughout. Among the significant new features are: • Markov-chain simulation (Sections 1. 3, 2. 6, 3. 6, 4. 3, 5. 4. 5, and 5. 5); • gradient estimation (Sections 1. 6, 2. 5, and 4. 9); • better handling of asynchronous observations (Sections 3. 3 and 3. 6); • radically updated treatment of indirect estimation (Section 3. 3); • new section on standardized time series (Section 3. 8); • better way to generate random integers (Section 6. 7. 1) and fractions (Appendix L, program UNIFL); • thirty-seven new problems plus improvements of old problems. Helpful comments by Peter Glynn, Barry Nelson, Lee Schruben, and Pierre Trudeau stimulated several changes. Our new random integer routine extends ideas of Aarni Perko. Our new random fraction routine implements Pierre L'Ecuyer's recommended composite generator and provides seeds to produce disjoint streams. We thank Springer-Verlag and its late editor, Walter Kaufmann-Bilhler, for inviting us to update the book for its second edition. Working with them has been a pleasure. Denise St-Michel again contributed invaluable text-editing assistance. Preface to the First Edition Simulation means driving a model of a system with suitable inputs and observing the corresponding outputs. It is widely applied in engineering, in business, and in the physical and social sciences.