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 ...
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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.
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Add this copy of Automatic Nonuniform Random Variate Generation to cart. $112.32, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2011 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2011, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2011
Language:
English
Alibris ID:
11484692459
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New. Print on demand Contains: Illustrations, black & white. Statistics and Computing . X, 441 p. 89 illus. Intended for professional and scholarly audience.
Add this copy of Automatic Nonuniform Random Variate Generation to cart. $14.99, good condition, Sold by Wonder Book - Member ABAA/ILAB rated 5.0 out of 5 stars, ships from Frederick, MD, UNITED STATES, published 2003 by Springer.
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Good. Good condition. A copy that has been read but remains intact. May contain markings such as bookplates, stamps, limited notes and highlighting, or a few light stains.
Add this copy of Automatic Nonuniform Random Variate Generation to cart. $55.22, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2003 by Springer.
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Add this copy of Automatic Nonuniform Random Variate Generation to cart. $72.00, like new condition, Sold by My Dead Aunt's Books rated 5.0 out of 5 stars, ships from Hyattsville, MD, UNITED STATES, published 2003 by Springer.
