Author | Bratley, Paul. author |
---|---|
Title | A Guide to Simulation [electronic resource] / by Paul Bratley, Bennett L. Fox, Linus E. Schrage |
Imprint | New York, NY : Springer New York : Imprint: Springer, 1987 |
Edition | Second Edition |
Connect to | http://dx.doi.org/10.1007/978-1-4419-8724-2 |
Descript | XXI, 397 p. online resource |
1 Introduction -- 1.1. Systems, Models, and Simulation -- 1.2. Verification, Approximation, and Validation -- 1.3. States, Events, and Clocks -- 1.4. SimulationโTypes and Examples -- 1.5. Introduction to Random Numbers -- 1.6. Perspective on Experimental Design and Estimation -- 1.7. Clock Mechanisms -- 1.8. Hints for Simulation Programming -- 1.9. Miscellaneous Problems -- 2 Variance Reduction -- 2.1. Common Random Numbers -- 2.2. Antithetic Variates -- 2.3. Control Variates -- 2.4. Stratification -- 2.5. Importance Sampling -- 2.6. Conditional Monte Carlo -- 2.7. Jackknifing -- 3 Output Analysis -- 3.1. Introduction -- 3.2. Analysis of Finite-Horizon Performance -- 3.3. Analysis of Steady-State Performance -- 3.4. Analysis of Transaction-Based Performance -- 3.5. Indirect Estimation via r = ?s -- 3.6. Problems -- 3.7. Renewal Theory Primer -- 3.8. Standardized Time Series -- 4 Rational Choice of Input Distributions -- 4.1. Addition and the Normal Distribution -- 4.2. Multiplication and the Lognormal -- 4.3. Memorylessness and the Exponential -- 4.4. Superposition, the Poisson, and the Exponential -- 4.5. Minimization and the Weibull Distribution -- 4.6. A Mixed Empirical and Exponential Distribution -- 4.7. Extreme Values and Spacings -- 4.8. When Not to Use a Theoretical Distribution -- 4.9. Nonstationary Poisson Processes -- 5 Nonuniform Random Numbers -- 5.1. Introduction -- 5.2. General Methods -- 5.3. Continuous Distributions -- 5.4. Discrete Distributions -- 5.5. Problems -- 5.6. Timings -- 6 Uniform Random Numbers -- 6.1. Random Introductory Remarks -- 6.2. What Constitutes Randomness -- 6.3. Classes of Generators -- 6.4. Choosing a Good Generator Based on Theoretical Considerations -- 6.5. Implementation of Uniform Random Number Generators -- 6.6. Empirical Testing of Uniform Random Number Generators -- 6.7. Proper Use of a Uniform Random Number Generator -- 6.8. Exploiting Special Features of Uniform Generators -- 7 Simulation Programming -- 7.1. Simulation With General-Purpose Languages -- 7.2. Simscript -- 7.3. GPSS -- 7.4. Simula -- 7.5. General Considerations in Simulation Programming -- 8 Programming to Reduce the Variance -- 8.1. Choosing an Input Distribution -- 8.2. Common Random Numbers -- 8.3. Antithetic Variates -- 8.4. Control Variates -- 8.5. Stratified Sampling -- 8.6. Importance Sampling -- 8.7. Conditional Monte Carlo -- 8.8. Summary -- Appendix A The ShapiroโWilk Test for Normality -- Appendix L Routines for Random Number Generation -- Appendix X Examples of Simulation Programming -- References -- Author Index