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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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

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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

Sprache
Erscheinungsdatum
1987
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(Hardcover)
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Titel
Stochastic Simulation
Sprache
Englisch
Verlag
Wiley
Erscheinungsdatum
1987
Einband
Hardcover
Seitenzahl
256
ISBN10
0471818844
ISBN13
9780471818847
Reihe
Beschreibung
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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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.