Foundations and Methods of Stochastic Simulation

A First Course

  • Barry L.┬áNelson

Part of the International Series in Operations Research & Management Science book series (ISOR, volume 187)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Barry L. Nelson
    Pages 1-6
  3. Barry L. Nelson
    Pages 7-27
  4. Barry L. Nelson
    Pages 29-40
  5. Barry L. Nelson
    Pages 41-78
  6. Barry L. Nelson
    Pages 79-97
  7. Barry L. Nelson
    Pages 99-155
  8. Barry L. Nelson
    Pages 157-173
  9. Barry L. Nelson
    Pages 175-241
  10. Barry L. Nelson
    Pages 243-252
  11. Back Matter
    Pages 253-276

About this book


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 probabilistic and statistical basis for simulation in a rigorous but accessible manner (providing all necessary background material), and provides a modern treatment of experiment design and analysis that goes beyond classical statistics. The book emphasizes essential foundations throughout, rather than providing a compendium of algorithms and theorems, and prepares the reader to use simulation in research as well as practice.

The book is a rigorous but concise treatment, emphasizing lasting principles, but also providing specific training in modeling, programming and analysis. In addition to teaching readers how to do simulation, it also prepares them to use simulation in their research; no other book does this.


Barry Nelson Operations Research Simulation Analysis Simulation Modeling Stochastic Simulation VBASim

Authors and affiliations

  • Barry L.┬áNelson
    • 1
  1. 1., Department of Industrial EngineeringNorthwestern UniversityEvanstonUSA

Bibliographic information

  • DOI
  • Copyright Information Springer Science+Business Media New York 2013
  • Publisher Name Springer, Boston, MA
  • eBook Packages Business and Economics
  • Print ISBN 978-1-4614-6159-3
  • Online ISBN 978-1-4614-6160-9
  • Series Print ISSN 0884-8289
  • Buy this book on publisher's site