Simulation and the Monte Carlo method

• Main Authors: Rubinstein, Reuven Y. (Author), Kroese, Dirk P. (Author)
• Format: Book
• Language: English
• Published: Hoboken, N.J. : John Wiley & Sons, c2008
• Edition: 2nd ed.
• Series: Wiley series in probability and statistics
• Subjects: metoda Monte Carlo; modelování a simulace; Markovovy procesy
• ISBN: 9780470177945; 0470177942
• Physical Description: xvii, 345 s. : il. ; 25 cm