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Books > Computing & IT > Computer software packages > Other software packages > Mathematical & statistical software

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Automatic Nonuniform Random Variate Generation (Paperback, Softcover reprint of the original 1st ed. 2004) Loot Price: R2,834
Discovery Miles 28 340
Automatic Nonuniform Random Variate Generation (Paperback, Softcover reprint of the original 1st ed. 2004): Wolfgang Hoermann,...

Automatic Nonuniform Random Variate Generation (Paperback, Softcover reprint of the original 1st ed. 2004)

Wolfgang Hoermann, Josef Leydold, Gerhard Derflinger

Series: Statistics and Computing

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Loot Price R2,834 Discovery Miles 28 340 | Repayment Terms: R266 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: October 2011
First published: 2004
Authors: Wolfgang Hoermann • Josef Leydold • Gerhard Derflinger
Dimensions: 235 x 155 x 23mm (L x W x T)
Format: Paperback
Pages: 441
Edition: Softcover reprint of the original 1st ed. 2004
ISBN-13: 978-3-642-07372-4
Categories: Books > Science & Mathematics > Mathematics > Numerical analysis
Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Computing & IT > General theory of computing > Mathematical theory of computation
Books > Computing & IT > Applications of computing > Computer modelling & simulation
Books > Computing & IT > Computer software packages > Other software packages > Mathematical & statistical software
LSN: 3-642-07372-7
Barcode: 9783642073724

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