World Scientific 2010.
Stochastic Simulation. Algorithms and Analysis.
Co-authored with Peter_W._Glynn, Stanford
The books gives a broad survey of Monte Carlo simulation
at intermediate to advanced level.
See further the Table_of_Contents
It was published July 20, 2007 by Springer-Verlag, New York.
The book has gradually developed from
With a View Towards Stochastic
Lecture Notes 2, MaPhySto, Aarhus, 1999
that I wrote for a Concentrated Advanced Course in Aarhus 1999.
All of these notes are covered by the book with Glynn,
so they are no longer available at the web.
2008 Outstanding Simulation Publication Award
In N. America, order from
(price USD 59.95).
In Europe, order from www.springer.de (price EUR ?).
Applied Probability and Queues.
2nd ed. Springer May 2003 (1st ed. Wiley 1987)
In N. America, order from www.springer-ny.com (price USD 69.95).
In Europe, order from www.springer.de (price EUR 79.95).
World Scientific 2000.
Order_from_WSPC (price USD 88)
Co-authored with H. Hering (retired).