Monte Carlo

George S. Fishman Department of Operations Research University of North Carolina Chapel Hill, N C 27599-3180 USA

Series Editor: Peter Glynn Department of Operations Research Stanford University Stanford, CA 94305 USA

Library of Congress Cataloging-in-Publication Data Fishman, George S. Monte Carlo: concepts, algorithms, and applications/ George S. Fishman. p. cm. -(Springer series in operations research) Includes bibliographical references and index. ISBN 0-387-94527-X (alk. paper) 1. Monte Carlo method. I. Title. 11. Series. QA298.FS7 1995 519.2'82-dc20 95-17144 Printed on acid-free paper.

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