Elements of Simulation
Series Editor: Chris Chatfield, Jim Zidek, Jim Lindsey
Chapman and Hall/CRC – 1984 – 368 pages
"This book can be strongly recommended to anyone who needs to generate random variables… it is both a well-written textbook and a genuine work of reference."
"… a very readable book… the basic tools of simulation are excellently explained and nicely illustrated with interesting examples."
-Journal of Operational Research
Preface. Acknowledgments. List of Notation. Introduction. Some Probability and Statistics Revision. Generating Uniform Random Variables. Particular Methods of Non-Uniform Random Variables. General Methods for Non-Uniform Random Variables. Testing Random Numbers. Variance Reduction and Integral Estimation. Model Construction and Analysis. Further Examples and Applications. Appendices. Solutions and Comments for Selected Questions. Bibliography. Author Index. Subject Index.