Stochastic simulation

Stochastic simulation
Автор
 
Год
 
Страниц
 
250
ISBN
 
ISBN10:0471818844
Издатель
 
Wiley

Описание:

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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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