Simulation And The Monte Carlo Method(Rubinstein).pdf

Simulation and the Monte Carlo Method Simulation and the Monte Carlo Method REUVEN Y. RUBINSTEIN Technion, Israel Institute of Technology John Wiley & Sons New York Chichester Brisbane Toronto Singapore A NOTE TO THE READER This book has been electronicaliy reproduced from digital information stored at John Wiley &Sons, Inc. We are pleased that the use of this new technology will enable us to keep works of emluring scholarly value in print as long as there is a reasonable demand for them. The content of this book is identical to previous printings. Copyright 0 1981 by John Wiley & Sons, lnc. All rights reserved. Publisbcd simultaneously in Canada. Reproduction or translation of any part of this work beyond that permitted by Sections 107 or 108 of the 1976 United Slates Copyright Act without the permission of the copyright owner is unlawful. Requests for permission or further information should be addressed to the Permissions Department, John Wiley & Sons, Inc. Lilkruv o/congrrrr c-g k iwhbtkw Rubinstein, Rcuven Y. Simulation and the Monte Carlo method. (Wiley series in probability and mathematical statistics) Includes bibliographies and index. Monte Carlo method. 2. Digital computer simulation. I. Title. 11. Series. 5 '82 8 - 1873 ISBN Ck471-08917-6 AACRZ 10 9 To my wiJe Rina and to my friends Eitan Finkelstein and A iexandr krner- Russian refuseniks. Preface In the last 15 years more than 3000 articles on simulation and the Monte Carlo method have been published. There is real need for a book providing detailed treatment of the statistical aspect of these topics. This book attempts to fill this need, at least partially. I hope it will make the users of simulation and the Monte Carlo method mor