Description

Book Synopsis
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.

Table of Contents
1 Aims of Simulation.

2 Pseudo-Random Numbers.

3 Random Variables.

4 Stochastic Models.

5 Variance Reduction.

6 Output Analysis.

7 Uses of Simulation.

Appendixes.

Index.

Stochastic Simulation

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    A Paperback by Brian D. Ripley

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      Publisher: John Wiley & Sons Inc
      Publication Date: Publication Date: 04/04/2006
      ISBN13: 9780470009604, 978-0470009604
      ISBN10:

      Description

      Book Synopsis
      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.

      Table of Contents
      1 Aims of Simulation.

      2 Pseudo-Random Numbers.

      3 Random Variables.

      4 Stochastic Models.

      5 Variance Reduction.

      6 Output Analysis.

      7 Uses of Simulation.

      Appendixes.

      Index.

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