Simulation and the Monte Carlo Method, 2nd ed

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First submitted by MathWorks Classroom Resources Team on 14 Jan 2010

Comprehensive textbook on theory & implementation of Monte Carlo techniques (with MATLAB examples)

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Date	Contributor	Description	Rating
14 Jan 2010	MathWorks Classroom Resources Team	"Simulation and the Monte Carlo Method, 2nd ed.", by Reuven Y. Rubinstein and Dirk P. Kroese. Published by John Wiley & Sons. == Table of Contents == 1. Preliminaries 2. Random Number, Random Variable and Stochastic Process Generation 3. Simulation of Discrete Event Systems. 4. Statistical Analysis of Discrete Event Systems. 5. Controlling the Variance. 6. Markov Chain Monte Carlo. 7. Sensitivity Analysis and Monte Carlo Optimization. 8. The Cross-Entropy Method. 9. Counting via Monte Carlo.

14 Jan 2010

MathWorks Classroom Resources Team

"Simulation and the Monte Carlo Method, 2nd ed.", by Reuven Y. Rubinstein and Dirk P. Kroese. Published by John Wiley & Sons.

== Table of Contents ==
1. Preliminaries
2. Random Number, Random Variable and Stochastic Process Generation
3. Simulation of Discrete Event Systems.
4. Statistical Analysis of Discrete Event Systems.
5. Controlling the Variance.
6. Markov Chain Monte Carlo.
7. Sensitivity Analysis and Monte Carlo Optimization.
8. The Cross-Entropy Method.
9. Counting via Monte Carlo.

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language english	MathWorks Classroom Resources Team	14 Jan 2010 at 10:02am
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statistics and data analysis	MathWorks Classroom Resources Team	14 Jan 2010 at 10:02am