IEDA 4130. System SimulationNian Si, HKUST, Spring 2025Course DescriptionSimulation builds a bridge between the actual world and some mathematical models whose analysis is tractable. With the continuing improvement of processor speed , it enables us to model the phenomenon as faithful as possible. Such that, we can rely on a simulation study to study a real phenomenon. This course will cover the basic simulation techniques, such as generate random variables, simulate process. By continually generating of a model, how to achieve estimators of desired quantities of interest and a variety of ways in which one can improve on the usual simulation estimators are presented.Course Websitehttps://canvas.ust.hk |