|
Showing 1 - 2 of
2 matches in All Departments
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.
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.
|
You may like...
The Expendables 2
Sylvester Stallone, Jason Statham, …
Blu-ray disc
(1)
R64
Discovery Miles 640
|