All rights reserved. Published simultaneously in Canada.

Reproduction or translation of any part of this workbeyond that permitted by Section 107 or 108 of the1976 United States Copyright Act without the permissionof the copyright owner is unlawful. Requests forpermission or further information should be addressed tothe Permissions Department, John Wiley & Sons, Inc.

Library of Congress Cataloging in Publication Data:

Ripley, Brian D., 1952-   Stochastic simulation,

(Wiley series in probability and mathematicalstatistics. Applied probability and statistics,ISSN 0271-6356)

Includes index.

1.  Digital computer simulation. 2.  Stochastic

processes. I. Title. II. Series.

QA76.9.C65R57   1987              001.4'34               86-15728ISBN 0-471-81884-4

Printed in the United States of America

10 9 8 7 6 5 4 3 2 1

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