0
Your cart

Your cart is empty

Browse All Departments
  • All Departments
Price
  • R2,500 - R5,000 (2)
  • -
Status
Brand

Showing 1 - 2 of 2 matches in All Departments

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
R2,859 Discovery Miles 28 590 Ships in 10 - 15 working days

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.

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
R2,834 Discovery Miles 28 340 Ships in 10 - 15 working days

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.

Free Delivery
Pinterest Twitter Facebook Google+
You may like...
Docking Edition Multi-Functional…
R899 R399 Discovery Miles 3 990
Tommee Tippee Sports Bottle 300ml - Free…
R100 R94 Discovery Miles 940
Infantino Animal Counting Book
R170 R159 Discovery Miles 1 590
Mellerware Swiss - Plastic Floor Fan…
 (1)
R348 Discovery Miles 3 480
Cellphone Ring & Stand [Black]
R22 Discovery Miles 220
We Were Perfect Parents Until We Had…
Vanessa Raphaely, Karin Schimke Paperback R330 R220 Discovery Miles 2 200
Stabilo Boss Original Highlighters…
R144 R82 Discovery Miles 820
Carolina Herrera Good Girl Legere Eau De…
R2,353 Discovery Miles 23 530
Multi Colour Jungle Stripe Neckerchief
R119 Discovery Miles 1 190
Raz Tech Laptop Security Chain Cable…
R299 R169 Discovery Miles 1 690

 

Partners