A Guide to Simulation

by Bennet L Fox, Paul Bratley, Linus E Schrage

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 0387964673
• ISBN13: 9780387964676
• Release Date: May 1987
• Publisher: Springer
• Length: 397 Pages
• Weight: 1.70 lbs.
• Dimensions: 1.1" x 6.5" x 9.6"