Foundations and Methods of Stochastic Simulation A First Course /

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 simulati...

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Bibliographic Details
Main Author: Nelson, Barry L. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Boston, MA : Springer US : Imprint: Springer, 2013.
Series:International Series in Operations Research & Management Science, 187
Subjects:
Online Access:Full Text via HEAL-Link
Description
Summary: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.
Physical Description:XIV, 276 p. online resource.
ISBN:9781461461609
ISSN:0884-8289 ;