Essentials of Monte Carlo Simulation - Nick T. Thomopoulos

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Résumé :
Essentials of Monte Carlo Simulation?focuses?on?the fundamentals of Monte Carlo?methods using basic computer simulation techniques. The theories presented in this text deal with?systems that are too complex to solve analytically. As a result, readers are given?a?system of interest and constructs?using computer code, as well as?algorithmic models?to emulate how the system works internally. After the models are?run several?times, in a random sample way, the data for each output variable(s) of interest is analyzed by ordinary statistical methods. This?book features?11 comprehensive chapters, and discusses such key?topics as random number generators, multivariate random variates, and continuous random variates. Over 100 numerical examples are presented as part of the appendix to illustrate?useful real world?applications.??The text also contains an easy to read??presentation with minimal use of difficult mathematical concepts.??Very little has been published in the area of computer Monte Carlo simulation methods, and this book will appeal to students and researchers in the fields of Mathematics and Statistics.?

Biographie:
Nick T. Thomopoulos is professor emeritus at the Illinois Institute of Technology.?He is the author of nine books, including: Applied Forecasting Methods, Prentice Hall, Strategic Inventory Management and Planning, Hitchcock, Essentials of Monte Carlo Simulation, Springer, and Production, Inventory and the Supply Chain, Atlantic Publishers.?He has over 100 publications and presentations to his credit, and for many years, he has consulted in a wide variety of industries in the United States, Europe and Asia. Nick received honors over the years, such as the Rist Prize from the Military Operations Research Society, the Distinguished Professor Award in Bangkok, Thailand from the IIT Asian Alumni Association, and the Professional Achievement Award from the IIT Alumni Association....

Sommaire:
?? Introduction.-?Random Number Generators.-?Generating Random Variates.-?Generating Continuous Random Variates.-?Generating Discrete Random Variates.-?Generating Multivariate Random Variates.-?Special Applications.-?Output From Simulation Runs.-?Analysis Of Output Data.-?Choosing the Probability Distribution From Data.-?Choosing the Probability Distribution When No Data.-?Appendix.-?Problems.-?Solutions.