Random Number Generation and Monte Carlo Methods - Couverture rigide

Gentle, J.E.

 
9780387985220: Random Number Generation and Monte Carlo Methods
Couverture rigide
ISBN 10 : 0387985220 ISBN 13 : 9780387985220
Editeur : Springer-Verlag New York Inc., 1998

Synopsis

This text surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. It covers basic principles, as well as methods such as parallel random number generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte Carlo. 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 late-1990s 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 computations 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.

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Éditeur
Springer-Verlag New York Inc.
Date d'édition
1998
Langue
anglais
ISBN 10 
0387985220
ISBN 13 
9780387985220
Reliure
Relié
Nombre de pages
240
Coordonnées du fabricant
non disponible
Personne responsable
CMN Printpool Inh. Mathis Neumann
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