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Stochastic Simulation (Probability & Mathematical Statistics) Book
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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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.Read More
from£107.01 | RRP: * Excludes Voucher Code Discount Also available Used from £17.82
- 0471818844
- 9780471818847
- Brian D. Ripley
- 25 February 1987
- John Wiley & Sons
- Hardcover (Book)
- 256
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