Ebook: Foundations and methods of stochastic simulation : a first course

This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation and why it works. It introduces object-oriented programming for simulation, covers both the probabilistic and statistical basis for simulation in a rigorous but accessible manner (providing all necessary background material); and provides a modern treatment of experiment design and analysis that goes beyond classical statistics. The book emphasizes essential foundations throughout, rather than providing a compendium of algorithms and theorems and prepares the reader to use simulation in research as well as practice. Read more... Why do we simulate? -- Simulation programming: quick start -- Examples -- Simulation programming with VBASim -- Two views of simulation -- Simulation input -- Simulation output -- Experiment design and analysis -- Simulation for research