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portada stochastic simulation
Type
Physical Book
Publisher
Author
Pages
264.00
ISBN
0470009608
ISBN13
9780470009604
Categories

stochastic simulation

Brian D. Ripley (Author) · wiley-interscience · Physical Book

stochastic simulation - brian d. ripley

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Synopsis "stochastic simulation"

this book is a comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. it 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 supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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. the book includes a selection of computer programs.

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