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A comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. Covers both the technical aspects of the subject, such as the generation of random numbers, non-uniform random variates and stochastic processes, and the use of simulation. Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation output, and more. Includes a selection of computer programs.
Zakup książki
Stochastic Simulation, Brian D. Ripley, Vic Barnett, Ralph A. Bradley, David G. Kendall, J. Stuart Hunter, Rupert G. Miller, Jr., Adrian F. M. Smith, Stephen M. Stigler, Geoffrey S. Watson
- Język
- Rok wydania
- 1987
- Oprawa
- (twarda)
Metody płatności
Nikt jeszcze nie ocenił.
- Tytuł
- Stochastic Simulation
- Język
- angielski
- Autorzy
- Brian D. Ripley, Vic Barnett, Ralph A. Bradley, David G. Kendall, J. Stuart Hunter, Rupert G. Miller, Jr., Adrian F. M. Smith, Stephen M. Stigler, Geoffrey S. Watson
- Wydawca
- WILEY
- Rok wydania
- 1987
- Oprawa
- twarda
- Liczba stron
- 256
- ISBN10
- 0471818844
- ISBN13
- 9780471818847
- Seria
- Kategorie
- Opis
- A comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. Covers both the technical aspects of the subject, such as the generation of random numbers, non-uniform random variates and stochastic processes, and the use of simulation. Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation output, and more. Includes a selection of computer programs.