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Foundations and Methods of Stochastic Simulation Barry Nelson

Foundations and Methods of Stochastic Simulation By Barry Nelson

Foundations and Methods of Stochastic Simulation by Barry Nelson


Summary

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.

Foundations and Methods of Stochastic Simulation Summary

Foundations and Methods of Stochastic Simulation: A First Course by Barry Nelson

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.

The book is a rigorous, but concise treatment, emphasizing lasting principles but also providing specific training in modeling, programming and analysis. In addition to teaching readers how to do simulation, it also prepares them to use simulation in their research; no other book does this. An online solutions manual for end of chapter exercises is also provided.

Foundations and Methods of Stochastic Simulation Reviews

From the reviews:

The intended audience is graduate and advanced undergraduate students. ... The book is clearly written, using a fairly terse style that may please instructors more than students. ... its greatest strength is the attention it gives to the modeling process. ... can be recommended as a supplement to any simulation course. (Robert W. Hayden, MAA Reviews, March, 2014)

The present book consists of 276 pages organised in 9 Chapters. ... recommended for MSc, PhD students. (Janos Sztrik, zbMATH, Vol. 1266, 2013)

About Barry Nelson

Barry L. Nelson currently serves as the Chair of the Department of Industrial Engineering and Management Sciences at Northwestern, as well as past Editor in Chief of Naval Research Logistics. He has also received an award for the Charles Deering McCormick Professor of Teaching Excellence. Barry Nelson's research is involved with the design and analysis of computer simulation experiments on models of stochastic systems, focusing particularly on issues related to statistical efficiency of simulation experiments. His research includes modeling and analysis of networks of nonstationary queues. The applications of this include computer-performance modeling, manufacturing systems, financial engineering and transportation.

Table of Contents

Why Do We Simulate?.- Simulation Programming: Quick Start.- Examples.- Simulation Programming with VBASim.- Two Views of Simulation.- Simulation Input.- Simulation Output.- Experiment Design and Analysis.- Simulation for Research.- VBASim.

Additional information

GOR013712453
9781461461593
1461461596
Foundations and Methods of Stochastic Simulation: A First Course by Barry Nelson
Used - Very Good
Hardback
Springer-Verlag New York Inc.
20130131
276
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

Customer Reviews - Foundations and Methods of Stochastic Simulation