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A Guide to Simulation (Universitext])

Paul Bratley, Bennet L. Fox, Linus E. Schrage




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 | #4020597 in Books |  Paul Bratley |  1987-05-13 | Original language:English | PDF # 1 |  9.21 x.94 x6.14l,1.60 | File type: PDF | 397 pages

 | A Guide to Simulation

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Changes and additions are sprinkled throughout. Among the significant new features are: • Markov-chain simulation (Sections 1. 3, 2. 6, 3. 6, 4. 3, 5. 4. 5, and 5. 5); • gradient estimation (Sections 1. 6, 2. 5, and 4. 9); • better handling of asynchronous observations (Sections 3. 3 and 3. 6); • radically updated treatment of indirect estimation (Section 3. 3); • new section on standardized time series (Section 3. 8); • better way to genera...

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