Foundations and Methods of Stochastic Simulation A First Course

This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation and why it works. It introduces object-oriented programming for simulation, covers both the pro

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Volume 187

Series Editor Frederick S. Hillier Stanford University, CA, USA Special Editorial Consultant Camille C. Price Stephen F. Austin State University, TX, USA This book was recommended by Dr. Price

For further volumes: http://www.springer.com/series/6161

Barry L. Nelson

Foundations and Methods of Stochastic Simulation A First Course

123

Barry L. Nelson Department of Industrial Engineering and Management Sciences Northwestern University Evanston, IL, USA

ISSN 0884-8289 ISBN 978-1-4614-6159-3 ISBN 978-1-4614-6160-9 (eBook) DOI 10.1007/978-1-4614-6160-9 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2012953267 c Springer Science+Business Media New York 2013  This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)

To Rowena Adelaar, Bahar Biller, Justin Boesel, Marne Cario, Xi Chen, Ira Gerhardt, Lynne Goldsman, Jeff Hong, Seong-Hee Kim, Hai Lan, Soonhui Lee, Ming Liu, Frank Matejcik, J. O. Miller, Jamie Wieland Mulligan, Juta Pichitlamken, Tony Sharon, Yu-Hui Tao, Mustafa Tongarlak, Shing Chih Tsai, Hong Wan, Wei Xie, Jie Xu, Wendy Xu, Feng Yang, Wei-Ning Yang, Mingjian Yuan, and any students who follow. You made it all worthwhile.

Preface

As is often the case, this book grew out of a course. The interesting part is that