Simulation and the Monte Carlo Method

雩风三日

Simulation and the Monte Carlo Method
模拟和蒙特卡罗方法

This book, which is in the Wiley Series in Probability and Mathematical Statistics, deals with statistical aspects of simulation and Monte Carlo methods. In the preface, the author states that he assumes the readers are familiar with the basic concepts of probability theory, mathematical statistics, integral and differential equations, and that they have an elementary knowledge of vector and matrix operators. In addition, the reader should have some knowledge of stationary stochastic processes, especially Markov processes, and be familiar with elementary queuing models.
这本书，这是在概率和数学统计的威利系列，处理模拟和蒙特卡罗方法的统计方面。在前言中，作者假定读者熟悉概率论、数理统计、积分和微分方程的基本概念，并对向量和矩阵算子有初步的了解。另外，读者应该对平稳随机过程，特别是马尔可夫过程有一定的了解，熟悉基本的排队模型。