Rubinstein, Reuven Y.

Simulation and the monte carlo method / Reuven Y. Rubinstein, Dirk P. Kroese. - 2nd ed. - Hoboken, N.J. : John Wiley & Sons, c2008. - xvii, 345 p. : ill. ; 25 cm. - Wiley series in probability and statistics .

Includes bibliographical references and index.

0470177942 (cloth : acid-free paper) 9780470177945 (cloth : acid-free paper)

2007-029068


Monte Carlo method.
Digital computer simulation.