Stochastic Simulation (eBook)

WILEY-INTERSCIENCE PAPERBACK SERIES

The Wiley-Interscience Paperback Series consists of
selected books that have been made more accessible to consumers in
an effort to increase global appeal and general circulation. With
these new unabridged softcover volumes, Wiley hopes to extend the
lives of these works by making them available to future generations
of statisticians, mathematicians, and scientists.

". . .this is a very competently written and useful addition to
the statistical literature; a book every statistician should look
at and that many should study!"

--Short Book Reviews, International Statistical
Institute

". . .reading this book was an enjoyable learning experience.
The suggestions and recommendations on the methods [make] this book
an excellent reference for anyone interested in simulation. With
its compact structure and good coverage of material, it [is] an
excellent textbook for a simulation course."

--Technometrics

". . .this work is an excellent comprehensive guide to
simulation methods, written by a very competent author. It is
especially recommended for those users of simulation methods who
want more than a 'cook book'. "

--Mathematics Abstracts

This book is a comprehensive guide to simulation methods with
explicit recommendations of methods and algorithms. It covers both
the technical aspects of the subject, such as the generation of
random numbers, non-uniform random variates and stochastic
processes, and the use of simulation. Supported by the relevant
mathematical theory, the text contains a great deal of unpublished
research material, including coverage of the analysis of
shift-register generators, sensitivity analysis of normal variate
generators, analysis of simulation output, and more.