Foundations and Methods of Stochastic Simulation: A First Course

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Abstract

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.
Original languageEnglish
PublisherSpringer-Verlag
Volume187
Edition1
ISBN (Print)9781461461609
StatePublished - 2013

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