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The book offers an updated exploration of Monte Carlo statistical methods, emphasizing Markov chains as vital tools for statisticians. The new edition enhances the coherence of the material, integrating the latest advancements in simulation techniques. A significant revision includes the introductory section on random variable generation, where various concepts are unified through a fundamental theorem of simulation, providing a clearer understanding of these essential methods.
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Monte Carlo Statistical Methods, George Casella, Robert-Christian Knorr
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- Pubblicato
- 2010
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