Foundations and Methods of Stochastic Simulation

Foundations and Methods of Stochastic Simulation

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This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation and why it works. It introduces object-oriented programming for simulation, covers both the probabilistic and statistical basis for simulation in a rigorous but accessible manner (providing all necessary background material); and provides a modern treatment of experiment design and analysis that goes beyond classical statistics. The book emphasizes essential foundations throughout, rather than providing a compendium of algorithms and theorems and prepares the reader to use simulation in research as well as practice. The book is a rigorous, but concise treatment, emphasizing lasting principles but also providing specific training in modeling, programming and analysis. In addition to teaching readers how to do simulation, it also prepares them to use simulation in their research; no other book does this. An online solutions manual for end of chapter exercises is also be provided.a€‹Chapter 2 then fills that gap by giving a quick start on simulation programming, using VBA. Chapter 3 ... IEMS 435 initially used Law and Kelton (2000) as the text, and Dingxi Qiu spent a summer converting all of the C code in that book into VBA. Christine ... Lu Yu assisted with the development of the solutions manual.

Title:Foundations and Methods of Stochastic Simulation
Author:Barry Nelson
Publisher:Springer Science & Business Media - 2013-01-31


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