Simulation and the Monte Carlo method - Rubinstein, Reuven Y. (New York : Wiley, 1981)
1. Systems, models, simulation, and the Monte Carlo methods -- 2. Random number generation -- 3. Random variate generation -- 4. Monte Carlo integration and variance reduction techniques -- 5. Linear equations and Markov chains -- 6. Regenerative method for simulation analysis -- 7. Monte Carlo optimization.
Incluye referencias bibliográficas e índice.
MR
Keywords: Monte Carlo method; Digital computer simulation