Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)
By Reuven Y. Rubinstein, Dirk P. Kroese
Publisher: Wiley-Interscience
Number Of Pages: 345
Publication Date: 2007-12-19
ISBN-10 / ASIN: 0470177942
ISBN-13 / EAN: 9780470177945
Binding: Hardcover
Book Description:
* The authoritative resource for understanding the power behind Monte Carlo Methods.
* Most ideas are introduced and explained by way of concrete examples, algorithms, and practical experiments
* A new co-author has now been added to enliven the writing style and to provide modern day expertise on new topics
* An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly
* Examples of cross-entropy programs, written in MATLAB, are given in an appendix