simulation and the monte carlo method - 1. ed. - new york, chichester, brisbane : john wiley and sons 1981 - xv, 278 pp. - wiley series in probability and mathematical statistics. probability and mathematical statistics bradley, ralph a. (ed.) hunter, j. stuart (ed.) kendall, david g. (ed.) et al. .

from the table of contents: preface; systems, models, simulation, and the monte carlo methods; random number generation; random variate generation; monte carlo integration and variance reduction techniques; linear equations and markov chains; regenerative method for simulation analysis; monte carlo optimization;

0-471-08917-6

monte carlo method | digital computer simulation

519 probabilities & applied mathematics