Premiers pas en simulation = First steps in simulation
Publication year: 2008
ISBN: 978-2-287-09417-0
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Why simulation techniques? Simulation methods, designed for use in statistics and operations research, have experienced and continue to develop rapidly due to the extraordinary evolution of computers. Applications are found in industry and in economics, or even social sciences, in particle physics, in astronomy and in many other fields. In many situations, whether in everyday life or in scientific research, the researcher is faced with problems which he seeks solutions on the basis of certain initial assumptions and constraints. To solve this type of problem, there exist analytical methods applicable to situations where the model makes it possible to treat the di? Erent variables by mathematically manageable equations, and numerical methods where the complexity of the model imposes a fragmentation of the problem, in particular by the identification of the various variables which come into play and the study of their interactions. This last approach is often accompanied by a large mass of calculations. Simulation techniques are numerical techniques: to simulate a phenomenon essentially means to carefully reconstruct its evolution.
Subject: Physics and Astronomy, Echantillonnage, File d'attente, Générateurs de nombres aléatoires, Méthodes de Monte Carlo, Probabilitiés, Processus stochastiques, Simulation, quantitative finance, Sampling, Queue, Random number generators, Monte Carlo methods, Probabilities, Stochastic processes, Numerical and Computational Physics, Statistical Theory and Methods, Probability Theory and Stochastic Processes, Quantitative Finance
