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Cargando... Automatic Nonuniform Random Variate Generation (Statistics and Computing)por Wolfgang Hörmann
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The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. 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. No se han encontrado descripciones de biblioteca. |
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Google Books — Cargando... GénerosSistema Decimal Melvil (DDC)519.2Natural sciences and mathematics Mathematics Applied Mathematics, Probabilities ProbabilitiesClasificación de la Biblioteca del CongresoValoraciónPromedio: No hay valoraciones.¿Eres tú?Conviértete en un Autor de LibraryThing. |