CHAPTER 6
Monte Carlo Simulations
Most real world processes have some random components in them. That is why we have to investigate the statistical properties of such systems/processes. For example, we may be interested in computing the expected performance of a system or the expected distance in a random walk process, or the mean power of a received signal or the expected number of people in a waiting room (see the last example in Chapter 5). Many mathematical tools have been derived to compute such metrics, however in most cases the systems are too complex to derive any tractable results. In such scenarios, simulations with random sampling, ...
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