Stochastic Simulation 1st Edition

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ISBN-13: 978-0470009604
ISBN-10: 0470009608
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Editorial Reviews

From the Publisher

A comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. Covers both the technical aspects of the subject, such as the generation of random numbers, non-uniform random variates and stochastic processes, and the use of simulation. Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation output, and more. Includes a selection of computer programs. --This text refers to an out of print or unavailable edition of this title.

From the Back Cover

WILEY-INTERSCIENCE PAPERBACK SERIES

The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists.

". . .this is a very competently written and useful addition to the statistical literature; a book every statistician should look at and that many should study!"
Short Book Reviews, International Statistical Institute

". . .reading this book was an enjoyable learning experience. The suggestions and recommendations on the methods [make] this book an excellent reference for anyone interested in simulation. With its compact structure and good coverage of material, it [is] an excellent textbook for a simulation course."
Technometrics

". . .this work is an excellent comprehensive guide to simulation methods, written by a very competent author. It is especially recommended for those users of simulation methods who want more than a 'cook book'. "
Mathematics Abstracts

This book is a comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. It covers both the technical aspects of the subject, such as the generation of random numbers, non-uniform random variates and stochastic processes, and the use of simulation. Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation output, and more.

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Product Details

  • Paperback: 264 pages
  • Publisher: Wiley-Interscience; 1 edition (March 10, 2006)
  • Language: English
  • ISBN-10: 0470009608
  • ISBN-13: 978-0470009604
  • Product Dimensions: 6.3 x 0.5 x 9.5 inches
  • Shipping Weight: 12 ounces (View shipping rates and policies)
  • Average Customer Review: 1.0 out of 5 stars  See all reviews (2 customer reviews)
  • Amazon Best Sellers Rank: #4,557,862 in Books (See Top 100 in Books)

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6 of 13 people found the following review helpful By A Customer on July 23, 2001
Format: Hardcover
This is a classic book on computer simulation, well read and cited. I read it before and bought a copy from Amazon for reference. However, the copy I bought was electronically reproduced. Although legible, it is a produt of poor quality, especially at $... for 237 pages.
Compared with other books on the same topic, this book discussed dangers of poor random number generators in great detail, perhaps in an exaggerated way.
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4 of 10 people found the following review helpful By Ziheng Yang on July 23, 2001
Format: Hardcover
This is a classic book on computer simulation, well read and cited. I read it before and bought a copy from Amazon for reference. However, the copy I bought was electronically reproduced. Although legible, it is a produt of poor quality, especially at [the price] for 237 pages.
Compared with other books on the same topic, this book discussed dangers of poor random number generators in great detail, perhaps in an exaggerated way.
In sum, the scientific content is excellent, but the production is poor.
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