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Foundations and Methods of Stochastic Simulation

Foundations and Methods of Stochastic Simulation

A First Course

by Barry L. Nelson and Linda Pei
Paperback
Publication Date: 25/11/2022

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This graduate-level textbook covers modelling, programming and analysis of stochastic computer simulation experiments, including the mathematical and statistical foundations of simulation and why it works. The book is rigorous and complete, but concise and accessible, providing all necessary background material. Object-oriented programming of simulations is illustrated in Python, while the majority of the book is programming language independent. In addition to covering the foundations of simulation and simulation programming for applications, the text prepares readers to use simulation in their research. A solutions manual for end-of-chapter exercises is available for instructors.
ISBN:
9783030861964
9783030861964
Category:
Stochastics
Format:
Paperback
Publication Date:
25-11-2022
Publisher:
Springer Nature Switzerland AG
Country of origin:
Switzerland
Edition:
2nd Edition
Pages:
313
Dimensions (mm):
235x155mm
Weight:
0.51kg

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