Stochastic Simulation

Name: Stochastic Simulation
Price: 101.7 USD
Availability: InStock
ISBN: 9780470009604

ISBN-10: 0470009608

ISBN-13: 9780470009604

Edition: 1987

Authors: Brian D. Ripley

List price: $132.95

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Description:

A comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. 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 Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation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. Includes a selection of computer programs.

Book details

List price: $132.95
Copyright year: 1987
Publisher: John Wiley & Sons, Incorporated
Publication date: 3/10/2006
Binding: Paperback
Pages: 264
Size: 6.30" wide x 9.51" long x 0.51" tall
Weight: 0.880
Language: English




Aims of Simulation



The Tools



Models



Simulation as Experimentation



Simulation in Inference



Examples



Literature



Convention


Exercises



Pseudo-Random Numbers



History and Philosophy



Congruential Generators



Shift-Register Generators



Lattice Structure



Shuffling and Testing



Conclusions



Proofs


Exercises



Random Variables



Simple Examples



General Principles



Discrete Distributions



Continuous Distributions



Recommendations


Exercises



Stochastic Models



Order Statistics



Multivariate Distributions



Poisson Processes and Lifetimes



Markov Processes



Gaussian Processes



Point Processes



Metropolis' Method and Random Fields


Exercises



Variance Reduction



Monte-Carlo Integration



Importance Sampling



Control and Antithetic Variates



Conditioning



Experimental Design


Exercises



Output Analysis



The Initial Transient



Batching



Time-Series Methods



Regenerative Simulation



A Case Study


Exercises



Uses of Simulation



Statistical Inference



Stochastic Methods in Optimization



Systems of Linear Equations



Quasi-Monte-Carlo Integration



Sharpening Buffon's Needle


Exercises


References



Computer Systems



Computer Programs



Form a x b mod c



Check Primitive Roots



Lattice Constants for Congruential Generators



Test GFSR Generators



Normal Variates



Exponential Variates



Gamma Variates



Discrete Distributions


Index