Student Solutions Manual to accompany Simulation and the Monte Carlo Method by D

Description: FREE SHIPPING UK WIDE Student Solutions Manual to accompany Simulation and the Monte Carlo Method by Dirk P. Kroese, Thomas Taimre, Zdravko I. Botev, Reuven Y. Rubinstein Explores the major topics in Monte Carlo simulation. This title features the information that facilitates an understanding of problem solving across a wide array of subject areas, such as engineering, mathematics, and the physical and life sciences. It introduces the basic concepts of probability, Markov processes, and convex optimization. FORMAT Paperback LANGUAGE English CONDITION Brand New Publisher Description This accessible new edition explores the major topics in Monte Carlo simulation Simulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over twenty-five years ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo Variance reduction techniques such as the transform likelihood ratio method and the screening method The score function method for sensitivity analysis The stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization The cross-entropy method to rare events estimation and combinatorial optimization Application of Monte Carlo techniques for counting problems, with an emphasis on the parametric minimum cross-entropy method An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly for advanced readers. A generous sampling of applied examples is positioned throughout the book, emphasizing various areas of application, and a detailed appendix presents an introduction to exponential families, a discussion of the computational complexity of stochastic programming problems, and sample MATLAB® programs. Requiring only a basic, introductory knowledge of probability and statistics, Simulation and the Monte Carlo Method, Second Edition is an excellent text for upper-undergraduate and beginning graduate courses in simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method. Author Biography Dirk P. Kroese, PhD, is Australian Professorial Fellow in Statistics at The University of Queensland. Dr. Kroese has more than seventy publications in such areas as stochastic modeling, randomized algorithms, computational statistics, and reliability. He is a pioneer of the cross-entropy method and the coauthor of Simulation and the Monte Carlo Method, Second Edition. Thomas Taimre, PhD, is a Postdoctoral Research Fellow at The University of Queensland. He currently focuses his research on Monte Carlo methods and simulation, from the theoretical foundations to performing computer implementations. Table of Contents Preface. Acknolwedgments. I: Problems. 1. Preliminaries. 2. Random Number, random Variable, and Stochastic Process Generation. 3. Simulatin of Discrete-Event Systems. 4. Stastical 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. 10. Appendix. II: Solutions. 11. Prelimiaries. 12. Random Number, Random Variable, and Stochastic Process Generation. 13. Simulatin of Discrete-Event Systems. 14. Stastical Analysis of Discrete-Event Systems. 15. Controlling the Variance. 16. Markov Chain Monte Carlo. 17. Sensitivity Analysis and Monte Carlo Optimization. 18. The Cross-Entropy Method. 19. Counting via Monte Carlo. 20. Appendix. Long Description This book represents one of the first modern day treatments of Monte Carlo Methods (MCM). Since the publication of the first edition, dramatic changes have taken place in the entire field. This long awaited second edition gives a fully updated and comprehensive account of the major topics in Monte Carlo simulation since the early 1980s. The book is geared to a broad audience of readers in engineering, the physical and life sciences, statistics, computer science, and mathematics. The authors aim to provide an accessible introduction to modern MCM, focusing on the main concepts, while providing a sound foundation for problem solving. For this reason, most ideas are introduced and explained by way of concrete examples, algorithms, and practical experiments. Details ISBN0470258799 Author Reuven Y. Rubinstein Short Title SIMULATION & MONTE CARLO ME-2E Language English Edition 2nd ISBN-10 0470258799 ISBN-13 9780470258798 Media Book Format Paperback Series Wiley Series in Probability and Statistics Affiliation Univ. of Queensland, Australia Country of Publication United States DEWEY 518.282 DOI 10.1604/9780470258798 Series Number 732 UK Release Date 2008-01-15 Place of Publication Hoboken AU Release Date 2007-12-01 NZ Release Date 2007-12-01 Pages 208 Publisher John Wiley & Sons Inc Edition Description 2nd edition Year 2008 Publication Date 2008-01-15 Imprint Wiley-Interscience Illustrations Charts: 7 B&W, 0 Color; Drawings: 9 B&W, 0 Color; Graphs: 47 B&W, 0 Color Audience Professional & Vocational US Release Date 2008-01-15 We've got this At The Nile, if you're looking for it, we've got it. 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