Stochastic simulation

Ripley, Brian D; Wiley InterScience

ISBN 10: 0471818844 / ISBN 13: 9780471818847

Verlag: Wiley, 1987

Beschreibung

Digital computer simulation., Stochastic processes., Digital computer simulation, Computer simulation., Computer simulation., Digital computer simulation., Stochastic processes., processus stochastique., simulation., Simulation par ordinateur., Processus stochastiques., simulation., Stochastische processen., Computersimulaties., Simulation par ordinateur., Processus stochastiques., REFERENCE - Research., Stochastic processes, Stochastic processes - Computer programs., Simulation methods., Computer simulation., Mathematical statistics - Computer simulation., Statistical Methods, Simulations - Applications of computer systems - Techniques, Electronic books., Illustrated New York. 24cm. xi,237p : ill. Encuadernación en tapa dura de editorial con sobrecubierta ilustrada. Idioma Inglés. Wiley series in probability and mathematical statistics. Applied probability and statistics. Text on lining papers. Bibliography: p200-214. - Includes index. Also issued online. Electronic reproduction. New York : John Wiley & Sons, Inc. , Â 2022. Available in PDF format. Description based on contents viewed 15 August 2022. Mode of access: World Wide Web. English. Description based on online resource; title from title page (Safari, viewed Sept. 9, 2013). Print version:: Ripley, Brian D. , 1952- Stochastic simulation. New York : Wiley, 1987 ISBN: 0471818844 ISBN: 9780471818847 Local: (DLC) 86015728 Local: (OCoLC)13822487. Contents Stochastic Simulation; Contents; 1. Aims of Simulation; 2. Pseudo-Random Numbers; 3. Random Variables; 4. Stochastic Models; 5. Variance Reduction; 6. Output Analysis; 7. Uses of Simulation; References; Appendix A. Computer Systems; Appendix B. Computer Programs; Index . ISBN: 0471818844 (=2940165=) LS168. Bestandsnummer des Verkäufers 2940165

Bibliografische Details

Titel: Stochastic simulation

Verlag: Wiley

Erscheinungsdatum: 1987

Einband: tapa dura

Zustand: Bien

Zustand des Schutzumschlags: Schutzumschlag

Über diesen Titel

Inhaltsangabe:

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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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