scientific article; zbMATH DE number 1390897

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Publication:4935940





The main purpose of the book is to show how to use simulation as a computational aid in creating models of the reality, and to investgate simulation as the interaction between data and models which are approximations to the real systems that generate them. The book contains 12 chapters and an Appendix with five statistical tables. Each chapter is ended with a set of proposed problems applied to the discussed topics, and the corresponding (chapter) references. Here there are the titles of the enclosed chapters: Chapter 1: Generation of random numbers; Chapter 2: Monte Carlo solutions of differential equations; Chapter 4: Markov chains, Poisson processes, and linear equations; Chapter 5: SIMEST, SIMDAT, and pseudoreality; Chapter 6: Models for stocks and derivatives; Chapter 7: Simulation assessment of multivariate and robust procedures in statistical process control; Chapter 8: Noise and chaos; Chapter 9: Bayesian approaches; Chapter 10: Resampling-based tests; Chapter 11: Optimization and estimation in noisy world; Chapter 12: Modeling the AIDS epidemic: Exploration, simulation, and conjecture. This is a book addressed to a large audience willing to use computational methods for creating and testing better models of the reality processes.












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