Elements of Simulation

• 1. Introduction 2. Some Probability and Statistics Revision 3. Generating Uniform Random Variables 4. Particular Methods for Non-uniform Random Variables 5. General Methods for Non-uniform Random Variables 6. Testing Random Numbers 7. Variance Reduction and Integral Estimation 8. Model Construction and Analysis 9. Further Examples and Applications

"This book can be strongly recommended to anyone who needs to generate random variables... it is both a well-written textbook and a genuine work of reference."-Biometrics"... a very readable book... the basic tools of simulation are excellently explained and nicely illustrated with interesting examples."-Journal of Operational Research