Simulation: Programming Methods and Applications

by Sheldon M. Ross

Book Overview

Simulation, Sixth Edition continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0125984103
• ISBN13: 9780125984102
• Release Date: November 1996
• Publisher: Academic Press
• Length: 282 Pages
• Weight: 2.90 lbs.
• Dimensions: 0.7" x 6.2" x 9.3"

Customer Reviews

Excellent review of simulation techniques at an intermediate level.

According to the books I have consulted by S. M. Ross, I consider him to be a tremendous author, with this book being my absolute favourite. It is inspirational, clear, creative and (most of all) fun to read. Starting off from the very basics regarding probability, random numbers and generation of random variables, Professor Ross steadily guides the reader through, for instance, simulation with respect to some queueing systems, validation techniques (e.g. goodness-of-fit tests; Kolmogorov-Smirnov tests), the standard MCMC-methods and various variance reduction techniques. The latter chapter is the one that I found most enlightening including, for instance, a certainly rewarding section on importance sampling (weighted simulation). Throughout, a lot of well-chosen examples enhance students/readers understanding and interest of the subject. One might note that this is by no means the most advanced or complete book on Monte Carlo simulation out there, see e.g. Monte Carlo Statistical Methods (Springer Texts in Statistics) or Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability), rather it evolves at an intermediate level covering a few more advanced concepts as, for example, coupling from the past. But, having this in mind, this is the book to get. Pure concentrated fun (xiii+274 pages). Final note: In 2006 the fourth edition was launched. [Simulation, Fourth Edition]

A reader from Saudi Arabia

This is an excelent textbook explaining what simulation means and how to deepen your knowalge. You have to be a good programmer in order to use this book (and simulation generally)and the author should have added an andex for such a language and how its connection with simualtion ( C or C++) although my experience would elect MATLAB as prefernce!! This text does not requir any prior experience regarding simulatin although taking a course in statistics and probability would be advantageous!!