Random Number Generation and Monte Carlo Methods (Statistics and Computing Ser.).

J. E Gentle

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Language: English

Published by New York, NY, U.S.A. Springer-Verlag New York, Incorporated, 1998

0387985220 / 9780387985220

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Seller: CSG Onlinebuch GMBH, Darmstadt, GermanyCSG Onlinebuch GMBH

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Gebraucht - Gut Zustand: Gut, Mängelexemplar, XIV, 247 pp. 30 figs. About this book: This book surveys techniques of random number generation and the use of random numbers in Monte Carlo simulation. The book covers basic principles, as well as newer methods such as parallel random number generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte Carlo. The best methods for generating random variates from the standard distributions are presented, but also general techniques useful in more complicated models and in novel settings are described. The emphasis throughout the book is on practical methods that work well in current computing environments. The book includes exercises and can be used as a test or supplementary text for various courses in modern statistics. It could serve as the primary test for a specialized course in statistical computing, or as a supplementary text for a course in computational statistics and other areas of modern statistics that rely on simulation. The book, which covers recent developments in the field, could also serve as a useful reference for practitioners. Written for graduate students, researchers With publishing house not available at present.

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Title
Random Number Generation and Monte Carlo Methods (Statistics and Computing Ser.).
Author
J. E Gentle
Publisher
New York, NY, U.S.A. Springer-Verlag New York, Incorporated
Publication year
1998
Condition
Gut
Binding
Gebunden
Language
English
ISBN 10
0387985220
ISBN 13
9780387985220

CSG Onlinebuch GMBH

Darmstadt, Germany

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