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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....

Title : A Guide to Simulation (Universitext)
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ISBN : 0387964673
Format Type : Hardcover
Language : English
Publisher : Springer 2nd edition May 13, 1987
Number of Pages : 397 pages
File Size : 693 KB
Status : Available For Download
Last checked : 21 Minutes ago!

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