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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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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.

Compra de libros

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

Idioma
Publicado en
1987
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Título
Stochastic Simulation
Idioma
Inglés
Editorial
Wiley
Publicado en
1987
Formato
Tapa dura
Páginas
256
ISBN10
0471818844
ISBN13
9780471818847
Serie
Descripción
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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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.