Stochastic simulation
Ripley, Brian D.
Stochastic simulation - New Jersey Wiley-Interscience 2006 - xi, 237 p. - Wiley series in probability and statistics .
This book is a comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. It 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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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. (http://www.wiley.com/WileyCDA/WileyTitle/productCd-0470009608.html)
9780470009604
Digital computer simulation
Stochastic processes
510.7834 / R4S8/2006
Stochastic simulation - New Jersey Wiley-Interscience 2006 - xi, 237 p. - Wiley series in probability and statistics .
This book is a comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. It 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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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. (http://www.wiley.com/WileyCDA/WileyTitle/productCd-0470009608.html)
9780470009604
Digital computer simulation
Stochastic processes
510.7834 / R4S8/2006