Stochastic Simulation: Algorithms and Analysis

 What this Book is about.- Part A: General Methods and Algorithms.- Generating Random Objects.- Output Analysis.- Steady-State Simulation.- Variance Reduction Methods.- Rare Event Simulation.- Gradient Estimation.- Stochastic Optimization.- Part B: Algorithms for Special Models.- Numerical Integration.- Stochastic Differential Equations.- Gaussian Processes.- Lévy Processes.- Markov Chain Monte Carlo Methods.- Selected Topics and Extended Examples.- Appendix.- Bibliography.- Index.