Modern Statistical, Systems, and GPSS Simulation

Discrete-time Markov processes on general state spaces (60J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Probabilistic methods, stochastic differential equations (65C99) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06)

Review text

This well-written text is now at its second edition (1st edition (1991; Zbl 0754.65004)). Designed for classroom use, this volume comprises a carefully paced, easy-to-understand introduction to the theory and implementation of discrete-event simulation, covering the most important items to be taught in this field. It essentially covers the theoretical basis for simulation, the general purpose simulation system (GPSS) simulation language, and a systems simulation case study, striking a reasonable balance between these three ingredients. In comparison with the first edition, new material is added. Namely, in Chapter 3: Random number generators with astronomic period (such as \(10^{30}\)), goodness of additional random number generators; in Chapter 4: Gamma, beta, Student's, and normal variate generation, fitting distributions to data; in Chapter 6: Additional statistical design and analysis aspects (efficient estimation of a percentile point, estimation of Var\((\overline{X})\), variance reduction techniques). Problems are proposed at the end of every chapter. A 3.5 inch floppy disk intended to help the reader accompanies the text.

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