It takes the average reader 6 hours and 42 minutes to read Simulation and the Monte Carlo Method by Reuven Y. Rubinstein
Assuming a reading speed of 250 words per minute. Learn more
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 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 the transform likelihood ratio method and the screening 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 to rare events estimation and combinatorial optimization Application of Monte Carlo techniques for counting problems, with an emphasis on the parametric minimum cross-entropy method An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly for advanced readers. A generous sampling of applied examples is positioned throughout the book, emphasizing various areas of application, and a detailed appendix presents an introduction to exponential families, a discussion of the computational complexity of stochastic programming problems, and sample MATLAB programs. Requiring only a basic, introductory knowledge of probability and statistics, Simulation and the Monte Carlo Method, Second Edition is an excellent text for upper-undergraduate and beginning graduate courses in 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.
Simulation and the Monte Carlo Method by Reuven Y. Rubinstein is 401 pages long, and a total of 100,651 words.
This makes it 135% the length of the average book. It also has 123% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 9 hours and 10 minutes to read Simulation and the Monte Carlo Method aloud.
Simulation and the Monte Carlo Method is suitable for students ages 12 and up.
Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.
When deciding what to show young students always use your best judgement and consult a professional.
Simulation and the Monte Carlo Method by Reuven Y. Rubinstein is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.
To buy Simulation and the Monte Carlo Method by Reuven Y. Rubinstein on Amazon click the button below.
Buy Simulation and the Monte Carlo Method on Amazon