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Automatic Nonuniform Random Variate Generation (Hardcover, 2004 ed.) Loot Price: R2,944
Discovery Miles 29 440
Automatic Nonuniform Random Variate Generation (Hardcover, 2004 ed.): Wolfgang Hoermann, Josef Leydold, Gerhard Derflinger

Automatic Nonuniform Random Variate Generation (Hardcover, 2004 ed.)

Wolfgang Hoermann, Josef Leydold, Gerhard Derflinger

Series: Statistics and Computing

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Loot Price R2,944 Discovery Miles 29 440 | Repayment Terms: R276 pm x 12*

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Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, the recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in literature. This new concept has great practical advantages that are little known to most simulation practitioners. Being unique in its overall organization the book covers not only the mathematical and statistical theory, but also deals with the implementation of such methods. All algorithms introduced in the book are designed for practical use in simulation and have been coded and made available by the authors. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.

General

Imprint: Springer-Verlag
Country of origin: Germany
Series: Statistics and Computing
Release date: 2004
First published: 2004
Authors: Wolfgang Hoermann • Josef Leydold • Gerhard Derflinger
Dimensions: 235 x 155 x 25mm (L x W x T)
Format: Hardcover
Pages: 441
Edition: 2004 ed.
ISBN-13: 978-3-540-40652-5
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
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LSN: 3-540-40652-2
Barcode: 9783540406525

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