Yakowitz, Sidney J.,

Computational probability and simulation / Sidney J. Yakowitz. - Reading, Mass : Addison-Wesley Pub. Co., Advanced Book Program, 1977 - xxii, 240 p. ill. ; 24 cm. - Applied mathematics and computation ; no. 12 .

includes index


1. Random processes and random number generators
2. Simulation of probability experiments
3. Gaming, random walks and linear equations
4. Gambler's ruin with extensions to inventory control
5. Limiting processes for random walks and time series simulation
6. Monte carlo integration and solution of differential equations


0201088924. 0201088932


Probabilities--Data processing.
Digital computer simulation.
Monte Carlo method.

519.2 / Y15