Student Solutions Manual to Accompany Simulation and the Monte Carlo Method

Preface vii Acknowledgments ix I. Problems 1(52) Preliminaries 1(8) Random Number, Random Variable, and Stochastic Process Generation 9(6) Simulation of Discrete-Event Systems 15(4) Statistical Analysis of Discrete-Event Systems 19(6) Controlling the Variance 25(6) Markov Chain Monte Carlo 31(6) Sensitivity Analysis and Monte Carlo Optimization 37(4) The Cross-Entropy Method 41(6) Counting via Monte Carlo 47(4) Appendix 51(2) II. Solutions 53(134) Preliminaries 55(14) Random Number, Random Variable, and Stochastic Process Generation 69(16) Simulation of Discrete-Event Systems 85(10) Statistical Analysis of Discrete-Event Systems 95(10) Controlling the Variance 105(18) Markov Chain Monte Carlo 123(22) Sensitivity Analysis and Monte Carlo Optimization 145(6) The Cross-Entropy Method 151(26) Counting via Monte Carlo 177(10) Appendix 187