10. Monte Carlo Simulation

  1. Boris Gnedenko1,
  2. Igor Pavlov2 and
  3. Igor Ushakov3

Published Online: 12 NOV 2007

DOI: 10.1002/9780470172407.ch10

Statistical Reliability Engineering

Statistical Reliability Engineering

How to Cite

Gnedenko, B., Pavlov, I. and Ushakov, I. (1999) Monte Carlo Simulation, in Statistical Reliability Engineering, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470172407.ch10

Author Information

  1. 1

    Moscow State University, Russia

  2. 2

    Moscow Bauman Technical University Moscow, Russia

  3. 3

    Qualcomm, Inc. San Diego, California, USA

Publication History

  1. Published Online: 12 NOV 2007
  2. Published Print: 16 APR 1999

ISBN Information

Print ISBN: 9780471123569

Online ISBN: 9780470172407

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Keywords:

  • algorithmic description behavior;
  • generator random variables;
  • monte carlo simulation realization;
  • probability integral transformation;
  • integro differential equations

Summary

This chapter contains sections titled:

  • Nature and Purpose

  • General Description of a Discrete Simulation Model

  • Detailed Example of Algorithmic Description

  • Random Numbers

  • Sample Computer Simulation

  • Modeling Network Reliability