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Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)
Simulation and the Monte Carlo Method - Wiley Series in Probability and Statistics Author:Reuven Y. Rubinstein Provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. Contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction... more » techniques, regenerative simulation, and Monte Carlo optimization.« less