Stochastic Simulation von Brian D. Ripley | ISBN 9780470317389

Stochastic Simulation

von Brian D. Ripley
Buchcover Stochastic Simulation | Brian D. Ripley | EAN 9780470317389 | ISBN 0-470-31738-8 | ISBN 978-0-470-31738-9

Stochastic Simulation

von Brian D. Ripley
WILEY-INTERSCIENCE PAPERBACK SERIES
The Wiley-Interscience Paperback Series consists ofselected books that have been made more accessible to consumers inan effort to increase global appeal and general circulation. Withthese new unabridged softcover volumes, Wiley hopes to extend thelives of these works by making them available to future generationsof statisticians, mathematicians, and scientists.
„. . . this is a very competently written and useful addition tothe statistical literature; a book every statistician should lookat and that many should study!“
--Short Book Reviews, International StatisticalInstitute
„. . . reading this book was an enjoyable learning experience. The suggestions and recommendations on the methods [make] this bookan excellent reference for anyone interested in simulation. Withits compact structure and good coverage of material, it [is] anexcellent textbook for a simulation course.“
--Technometrics
". . . this work is an excellent comprehensive guide tosimulation methods, written by a very competent author. It isespecially recommended for those users of simulation methods whowant more than a 'cook book'. "
--Mathematics Abstracts
This book is a comprehensive guide to simulation methods withexplicit recommendations of methods and algorithms. It covers boththe technical aspects of the subject, such as the generation ofrandom numbers, non-uniform random variates and stochasticprocesses, and the use of simulation. Supported by the relevantmathematical theory, the text contains a great deal of unpublishedresearch material, including coverage of the analysis ofshift-register generators, sensitivity analysis of normal variategenerators, analysis of simulation output, and more.