Simulation

Random numbers: Pseudorandom number generation, using random numbers to evaluate integrals; Generating discrete random variables: The inverse transform method, generating a Poisson random variable, generating a Binomial random variable, the acceptance-rejection technique, generating random vectors; Generating continues random variables: The inverse transform algorithm, the rejection method, the polar method for generating normal random variables, generating a Poisson Process; The discrete event simulation approach: A single-server queuing system, a queuing system with two servers in series, a queuing system with two parallel servers, an inventory model; Statistical analysis of simulated data; Variance reduction techniques.