Abstract
This chapter concerns applications that are not from the common probability distributions, continuous or discrete. The applications are instructive since they show some popular deviations in generating random variates as is often needed in building computer simulation models. The applications presented are the Poisson process, constant Poisson process, batch arrivals, active redundancy, standby redundancy, random integers without replacement and poker.
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© 2013 Springer Science+Business Media New York
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Thomopoulos, N.T. (2013). Special Applications. In: Essentials of Monte Carlo Simulation. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-6022-0_7
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DOI: https://doi.org/10.1007/978-1-4614-6022-0_7
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Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4614-6021-3
Online ISBN: 978-1-4614-6022-0
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