Author	Ross, Sheldon M. (Sheldon Mark), 1943-
Title	Simulation / Sheldon M. Ross
Imprint	Waltham, MA : Academic Press, 2013
Edition	5th ed.
Descript	xii, 310 p. : ill. ; 24 cm

"In formulating a stochastic model to describe a real phenomenon, it used to be that one compromised between choosing a model that is a realistic replica of the actual situation and choosing one whose mathematical analysis is tractable. That is, there did not seem to be any payoff in choosing a model that faithfully conformed to the phenomenon under study if it were not possible to mathematically analyze that model. Similar considerations have led to the concentration on asymptotic or steady-state results as opposed to the more useful ones on transient time. However, the relatively recent advent of fast and inexpensive computational power has opened up another approach--namely, to try to model the phenomenon as faithfully as possible and then to rely on a simulation study to analyze it"-- Provided by publisher

Elements of probability -- Random numbers -- Generating discrete random variables -- Generating continuous random variables -- The multivariate normal distribution and copulas -- The discrete event simulation approach -- Statistical analysis of simulated data -- Variance reduction techniques -- Additional variance reduction techniuques -- Statistical validation techniques -- Markov chain monte carlo methods

1. Random variables
2. Probabilities
3. Computer simulation

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