Automatic Nonuniform Random Variate Generation
Language: English
Published by Springer Berlin Heidelberg, 2011
- Softcover
- New
Seller: moluna, Greven, Germanymoluna
AbeBooks seller since July 9, 2020
Condition: New
£ 81.50
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Add to basketItem description from seller
Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 .
Seller Inventory # 5046447
- Title
- Automatic Nonuniform Random Variate Generation
- Author
- Wolfgang Hörmann|Josef Leydold|Gerhard Derflinger
- Publisher
- Springer Berlin Heidelberg
- Publication year
- 2011
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3642073727
- ISBN 13
- 9783642073724
- Series
- Book 30 of 37: Statistics and Computing
- Seller catalogs
- Mathematik/Naturwissenschaften/Technik/Medizin
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.
"Synopsis" may belong to another edition of this title.
Product Description
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.
"About the title" may belong to another edition of this title.
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