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Reuven Y. Rubinstein

Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)

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ISBN: 0471089176, 9780471089179
Издательство: Wiley-Interscience
Provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. Contains standard material usually considered in Monte Carlo simulation as well as new material such as variance reduction techniques, regenerative simulation, and Monte Carlo optimization.
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