Foundations and Methods of Stochastic Simulation

Beschreibung

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.

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.

Complete graduate text for the one-semester course in Stochastic Simulation

Includes end-of-chapter exercises and online solutions manual

Author is one of the best-known authorities and teaches the class at Northwestern University

Autor*in

Barry Nelson

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Barry Nelson Operations Research Simulation Analysis Simulation Modeling Stochastic Simulation VBASim

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From the reviews:

“The intended audience is graduate and advanced undergraduate students. … The book is clearly written, using a fairly terse style that may please instructors more than students. … its greatest strength is the attention it gives to the modeling process. … can be recommended as a supplement to any simulation course.” (Robert W. Hayden, MAA Reviews, March, 2014)

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