Simulation and the Monte Carlo Method - Rubinstein, Reuven Y. (Technion Institute of Israel) a Kroese, Dirk P. (University of Queensland, Australia)

Simulation and the Monte Carlo Method, Third 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 more than a quarter of a century ago.