Random Number Generation and Monte Carlo Methods (Statistics and Computing) - Hardcover

Gentle, J.E.

Hardcover

ISBN 10: 0387985220 ISBN 13: 9780387985220

Verlag: Springer-Verlag New York Inc., 1998

Inhaltsangabe

This text surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. It covers basic principles, as well as methods such as parallel random number generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte Carlo. Methods for generating random variates from the standard distributions are presented, but also general techniques useful in more complicated models and in novel settings are described. The emphasis throughout the book is on practical methods that work well in late-1990s computing environments. The book includes exercises and can be used as a test or supplementary text for various courses in modern statistics. It could serve as the primary test for a specialized course in statistical computing, or as a supplementary text for a course in computations statistics and other areas of modern statistics that rely on simulation. The book, which covers recent developments in the field, could also serve as a useful reference for practitioners.

Details zur Ausgabe

• Verlag: Springer-Verlag New York Inc.
• Erscheinungsdatum: 1998
• Sprache: Englisch
• ISBN 10: 0387985220
• ISBN 13: 9780387985220
• Einband: Tapa dura
• Anzahl der Seiten: 240
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Deutschland