Stochastic simulation

著者

• Ripley, Brian D.

書誌事項

Stochastic simulation

Brian D. Ripley

（Wiley series in probability and mathematical statistics, . Applied probability and statistics）

J. Wiley, c1987

注記

Bibliography: p. 200-214

Includes index

内容説明・目次

内容説明

This 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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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. Also included is a selection of computer programs.

目次

• Aims of Simulation
• Pseudo-Random Numbers
• Random Variables
• Stochastic Models
• Variance Reduction
• Output Analysis
• Uses of Simulation
• Appendixes
• Index.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA00452298
• ISBN:
  • 0471818844
• LCCN: 86015728
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: xi, 237 p.
• 大きさ: 24 cm
• 分類:
  • LCC : QA76.9.C65
  • DC19 : 001.4/34
  • NDC8 : 417.6
• 件名:
  • LCSH : Digital computer simulation
  • LCSH : Stochastic processes
• 親書誌ID:
  • BA00019013