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Simulation and the Monte Carlo Method

By Reuven Y. Rubinstein, Dirk P. Kroese
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By Reuven Y. Rubinstein, Dirk P. Kroese
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This accessible new edition explores the major topics in Monte Carlo simulation

Simulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over twenty-five years ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of…

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