000			04633nam a2200397 i 4500
999			_c32835 _d32836
003			CO-SiCUC
005			20181109172545.0
008			181109s2017 njua b 001 0 eng
020			_a9781118632161 (Tapa dura)
040			_aCO-SiCUC _beng _cCO-SiCUC _bspa _erda
041	0		_aeng
043			_an-us-nj---
082	0	4	_a518.282 _bR896 2017 _222
100	1		_aRubinstein, Reuven Y. _eautor _daut _933096
245	1	0	_aSimulation and the Monte Carlo method / _bReuven Y. Rubinstein y Dirk P. Kroese.
250			_aThird edition.
264		1	_aHoboken, New Jersey : _bWiley, _cc2017.
264		4	_c©2017.
300			_axvii, 414 páginas : _bilustraciones ; _c24 cm
336			_2rdacontent _atexto _btxt
337			_2rdamedia _asin mediación _bn
338			_2rdacarrier _avolumen _bnc
490	0		_aWiley series in probability and statistics
500			_aIncluye índice.
504			_aIncluye referencias bibliográficas.
505	0		_a1 Preliminaries -- 2 Random Number, Random Variable, and Stochastic Process Generation -- 3 Simulation of Discrete-Event Systems -- 4 Statistical Analysis of Discrete-Event Systems -- 5 Controlling the Variance -- 6 Markov Chain Monte Carlo -- 7 Sensitivity Analysis and Monte Carlo Optimization -- 8 Cross-Entropy Method -- 9 Splitting Method -- 10 Stochastic Enumeration Method.
520			_aSimulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the state-of-the-art theory, methods and applications that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo, variance reduction techniques such as importance (re-)sampling, and the transform likelihood ratio method, the score function method for sensitivity analysis, the stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization, the cross-entropy method for rare events estimation and combinatorial optimization, and application of Monte Carlo techniques for counting problems. An extensive range of exercises is provided at the end of each chapter, as well as a generous sampling of applied examples. The Third Edition features a new chapter on the highly versatile splitting method, with applications to rare-event estimation, counting, sampling, and optimization. A second new chapter introduces the stochastic enumeration method, which is a new fast sequential Monte Carlo method for tree search. In addition, the Third Edition features new material on: • Random number generation, including multiple-recursive generators and the Mersenne Twister • Simulation of Gaussian processes, Brownian motion, and diffusion processes • Multilevel Monte Carlo method • New enhancements of the cross-entropy (CE) method, including the “improved” CE method, which uses sampling from the zero-variance distribution to find the optimal importance sampling parameters • Over 100 algorithms in modern pseudo code with flow control • Over 25 new exercises Simulation and the Monte Carlo Method, Third Edition is an excellent text for upper-undergraduate and beginning graduate courses in stochastic simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method. _cEl texto.
590			_aIngeniería de Sistemas
650	0	4	_aEstadística matemática. _924142
650	0	4	_aMétodo MonteCarlo. _933097
650	0	4	_aMuestreo (Estadísticas). _933098
650	0	4	_aSimulación digital por ordenador. _933099
700	1		_aKroese, Dirk P. _4aut _eautor _933100
776	0	8	_iOnline version: _aRubinstein, Reuven Y. _tSimulation and the Monte Carlo method. _bThird edition / Reuven Rubinstein, Dirk P. Kroese. _dHoboken, New Jersey : John Wiley & Sons, Inc., [2017] _z9781118632208 _w(DLC) 2016023293
942			_2ddc _cBK