Automatic Nonuniform Random Variate Generation
 |
|
Описание:
Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods the recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in literature. This new concept has great practica advantages that are little known to most simulation pracitioners. Being unique in its overall organization the book covers not only the mathematical and statistical theory but also deals with the implementation of such methods. All algorithms introduced in the book are designed for practical use in simulation and have been coded and made available by the authors. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.Похожие книги
 | Introduction to Frames and Riesz Bases Автор: Christensen O. Год: 2003 |
| Algorithms for Parallel Polygon Rendering Автор: T. Theoharis Год: 1989 |
| Analysis of Rocket Propellants Автор: Hugh E. Malone Год: 1977 |
 | Improved Decision-making in Data Mining Автор: Eric Kyper Год: 2010 |
 | Total Aikido: The Master Course (Bushido--The Way of the Warrior) Автор: Gozo Shioda, Yasuhisa Shioda Год: 1997 |
| Total Aikido: The Master Course (Bushido--The Way of the Warrior) Автор: Gozo Shioda, Yasuhisa Shioda Год: 1997 |