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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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

Acquisto del libro

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

Lingua
Pubblicato
1987
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Metodi di pagamento

Titolo
Stochastic Simulation
Lingua
Inglese
Editore
Wiley
Pubblicato
1987
Formato
Copertina rigida
Pagine
256
ISBN10
0471818844
ISBN13
9780471818847
Serie
Descrizione
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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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.