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Any recommendations for textbooks on probability and/or stochastic processes that emphasize simulation? I'll be teaching this course in the Fall.

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The new book Markov Chains and Mixing Times by Levin, Peres, and Wilmer (oberlin.edu/markov) looks quite nice. It doesn't emphasize code, but it does cover aspects of simulation. You might also consider Bremaud: books.google.com/books?id=IHn7Lx15ifUC –  Steve Huntsman Apr 26 '10 at 21:14
Also for continuous-time stochastic processes you might consider Gardiner: amazon.com/Handbook-Stochastic-Methods-Chemistry-Synergetics/dp/… –  Steve Huntsman Apr 26 '10 at 21:15

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