Transcript some important and relevant texts

SOME IMPORTANT AND
RELEVANT TEXTS
PRACTICAL STATISTICS
• R. Walpole and R. Myers – Probability and
Statistics for Engineers and Scientists
• J. Devore – Probability and Statistics for
Engineering and the Sciences
PROBABILITY MODELS
• W. Feller – An Introduction to Probability
Theory and its Applications
– THE book on the topic
– Very challenging, old style, encyclopedic
• S. Ross – Introduction to Probability
Models
– Part of a vast series used through academia today
STOCHASTIC PROCESSES
• Thomas Saaty -- Elements of Queuing
Theory with Applications
– Of AHP fame
• D. P. Heymann and M. Sobel – Stochastic
Models in Operations Research, Vol 1
• V. G. Kulkarni – Modeling and Analysis of
Stochastic Systems
SIMULATION
• A. Law and D. Kelton – Simulation
Modeling and Analysis
• J. Banks, J. Carson, and B. Nelson –
Discrete-Event System Simulation
• P. Bratley, B. Fox, and L. Schrage – A
Guide to Simulation
– Theoretical text
SPECIALTY
• P. Glasserman – Gradient Estimation via
Perturbation Analysis
• P. Fishwick and R. Modjeski – KnowledgeBased Simulation, Methodology and
Application
• G. Shedler – Regenerative Stochastic
Simulation
• L. Telksnys – Detection of Changes in
Random Processes