Böcker av Barry L. Nelson

This graduate-level textbook covers modelling, programming and analysis of stochastic computer simulation experiments, including the mathematical and statistical foundations of simulation and why it works.

A collection of chapters on key issues in the design and analysis of computer simulation experiments on models of stochastic systems. It focuses on design and analysis issues and intends to survey the concepts, principles, tools and techniques that underlie the theory and practice of stochastic simulation design and analysis.