Stochastic simulation
Brian D. Ripley
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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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.
Categories:
Year:
1987
Publisher:
Wiley
Language:
english
Pages:
250
ISBN 10:
0471818844
ISBN 13:
9780471818847
Series:
Wiley Series in Probability and Statistics
File:
DJVU, 2.81 MB
IPFS:
,
english, 1987