Random Number Generation and Monte Carlo Methods

Name: Random Number Generation and Monte Carlo Methods
Brand: Springer-Verlag New York Inc.
SKU: 9780387001784
Price: 603.25 PLN
Availability: InStock

Autor: James E. Gentle

Język:

Oprawa: Twarda

Wydawca: Springer-Verlag New York Inc.

Dostępność: Dostępna u dostawcy w małych ilościach

Wysyłamy za 13-18 dni

603.25 zł

Monte Carlo simulation has become one of the most important tools in all fields of science. Simulati...

Informacje o książce

Autor

James E. Gentle

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

2004

strony

382

EAN

9780387001784

ISBN

0387001786

Enbook ID

01380692

Wydawca

Springer-Verlag New York Inc.

Waga

1640

Wymiary

155 x 235 x 30

Pełny opis

Monte Carlo simulation has become one of the most important tools in all fields of science. Simulation methodology relies on a good source of numbers that appear to be random. These "pseudorandom" numbers must pass statistical tests just as random samples would. Methods for producing pseudorandom numbers and transforming those numbers to simulate samples from various distributions are among the most important topics in statistical computing. This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. The book covers basic principles, as well as newer methods such as parallel random number generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte Carlo. The best methods for generating random variates from the standard distributions are presented, but also general techniques useful in more complicated models and in novel settings are described. The emphasis throughout the book is on practical methods that work well in current computing environments. The book includes exercises and can be used as a test or supplementary text for various courses in modern statistics. It could serve as the primary test for a specialized course in statistical computing, or as a supplementary text for a course in computational statistics and other areas of modern statistics that rely on simulation. The book, which covers recent developments in the field, could also serve as a useful reference for practitioners.

Możesz być zainteresowany

Klienci, którzy kupili tę książkę, kupili również

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Random Number Generation and Monte Carlo Methods

Informacje o książce

Pełny opis

Możesz być zainteresowany

Klienci, którzy kupili tę książkę, kupili również