Stochastic Simulation

1. Auflage 2006
ISBN: 978-0-470-00960-4
Verlag: Wiley

Buch, Englisch, 264 Seiten, Format (B × H): 156 mm x 234 mm, Gewicht: 404 g

Reihe: Wiley Series in Probability and Statistics

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".this is a very competently written and useful addition to the statistical literature; a book every statistician should look at and that many should study!"
—Short Book Reviews, International Statistical Institute

".reading this book was an enjoyable learning experience. The suggestions and recommendations on the methods [make] this book an excellent reference for anyone interested in simulation. With its compact structure and good coverage of material, it [is] an excellent textbook for a simulation course."
—Technometrics

".this work is an excellent comprehensive guide to simulation methods, written by a very competent author. It is especially recommended for those users of simulation methods who want more than a 'cook book'. "
—Mathematics Abstracts

This book is a comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. It 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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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.

Autoren/Hrsg.

Ripley, Brian D

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik

Inhaltsverzeichnis

1 Aims of Simulation.

2 Pseudo-Random Numbers.

3 Random Variables.

4 Stochastic Models.

5 Variance Reduction.

6 Output Analysis.

7 Uses of Simulation.

Appendixes.

Index.

Über Autor(innen)

BRIAN D. RIPLEY, PhD, is Professor of Applied Statistics at University of Oxford. He is a Fellow of the Institute of Mathematical Statistics and the Royal Society of Edinburgh and is also a member of the International Statistical Institute. He is the author of Spatial Statistics, which was published by Wiley in 1981.