Computational probability and simulation /
Sidney J. Yakowitz.
- Reading, Mass. : Addison-Wesley Pub. Co., Advanced Book Program, 1977.
- xxii, 240 p. : ill. ; 24 cm. + hbk.
- Applied mathematics and computation (Reading, Mass.) ; no. 12 .
Includes bibliographical references and index.
Random processes and random number generators -- Simulation of probability experiments -- Gaming, random walks and linear equations -- Gambler's ruin with extensions to inventory control -- Limiting processes for random walks and time series simulation -- Monte Carlo integration and solution of differential equations.
0201088924 0201088932
77003002
Probabilities--Data processing. Digital computer simulation. Monte Carlo method.