Foundations and methods of stochastic simulation. A first course

DOI10.1007/978-1-4614-6160-9MaRDI QIDQ5916109zbMATH OpenOpenAlexFDO

Authors Barry L. Nelson

Publication date 15 November 2012

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4614-6160-9

zbMATH Keywords

queueing systems, output statistics: experiment design and analysisstochastic simulation

Mathematics Subject Classification ID

General theory of mathematical modeling (00A71) General theory of simulation (00A72) Stochastic models in economics (91B70)

Review text

The present book consists of 276 pages organised in 9 Chapters. It is a graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation and why it works. It introduces object-oriented programming for simulation, covers both the probabilistic and statistical basis for simulation in a rigorous but accessible manner (providing all necessary background material), and provides a modern treatment of experiment design and analysis that goes beyond classical statistics. The book emphasizes essential foundations throughout, rather than providing a compendium of algorithms and theorems, and prepares the reader to use simulation in research as well as practice. The book is a rigorous but concise treatment, emphasizing lasting principles, but also providing specific training in modeling, programming and analysis. In addition to teaching readers how to do simulation, it also prepares them to use simulation in their research. The VBASim simulation package is used and shows examples. In my opinion, it is an avegare level book and recommended for MSc, PhD students.

Recommendations

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