Simulation & Modeling - Software Engineering, Computer Science & Combinatorics, Electronics - Digital, Mathematical Programming & Operations Research

Simulation and the Monte Carlo Method

Name: Simulation and the Monte Carlo Method
Author: Reuven Y. Rubinstein
ISBN: 9781118210529

by Reuven Y. Rubinstein, Dirk P. Kroese

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Overview

About the Author:
Dirk P. Kroese University of Queensland Department of Mathematics Brisbane, Australia

About the Author:
Thomas Taimre University of Queensland Department of Mathematics Brisbane, Australia

About the Author:
Zdravko I. Botev University of Queensland Department of Mathematics Brisbane, Australia

About the Author:
Reuven Y. Rubinstein Technion-Israel Institute of Technology Faculty of Industrial Engineering and Management Haifa, Israel

About the Author, Reuven Y. Rubinstein

Reuven Y. Rubinstein, DSc, is Professor Emeritus in the Faculty of Industrial Engineering and Management at Technion-Israel Institute of Technology. He has served as a consultant at numerous large-scale organizations, such as IBM, Motorola, and NEC. The author of over 100 articles and six books, Dr. Rubinstein is also the inventor of the popular score-function method in simulation analysis and generic cross-entropy methods for combinatorial optimization and counting.

Dirk P. Kroese, PhD, is Senior Lecturer in Statistics in the Department of Mathematics at The University of Queensland, Australia. He has published over fifty articles in a wide range of areas in applied probability and statistics, including Monte Carlo methods, cross-entropy, randomized algorithms, tele-traffic theory, reliability, computational statistics, applied probability, and stochastic modeling.

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Editorials

From the Publisher

"The book is clearly written and easy to read for people with mathematical background.... The material of the book is useful in most areas of the nowadays research work." (International Statistical Review, April 2009)

"I enjoyed reading the book, and found the individual examples quite interesting." (Biometrics, December 2008)

"I enjoyed reading the book, and found the individual examples quite interesting." (Biometrics, December 2008)

"..if you need to learn how to use Monte Carlo in your simulations, this is probably the best single document I have ever read. "(Computing Reviews, September 2008)

"Rubinstein and Kroese did an exemplary job of addressing major issues and providing much needed updated information in this area." (CHOICE, June 2008)

"the book is nicely written and the additional to the book from the 1st edition certainly make it more attractive to a wider audience. I would recommend it to students and practioners with appropriate background." (MAA Review March 2008)