Simulation and the monte carlo method /
Rubinstein, Reuven Y.
Kroese, Dirk P.
Hoboken, N.J. : John Wiley & Sons,
c2008.
Includes bibliographical references and index.
Preliminaries -- Random number, Random variable, and stochastic process generation -- Simulation of discrete-event systems -- Statistical analysis of discrete-event systems -- Controlling the variance -- Markov chain Monte Carlo -- Sensitivity analysis and Monte Carlo optimization -- The cross-entropy method -- Counting via Monte Carlo.
Monte Carlo method.
Digital computer simulation.