Random Number Generation and Monte Carlo Methods
Published on 1. September 1998
Book
Hardback
XIV, 247 pages
978-0-387-98522-0 (ISBN)
Description
Monte Carlo simulation has become one of the most important tools in all fields of science. This book surveys the basic techniques and principles of the subject, as well as general techniques useful in more complicated models and in novel settings. The emphasis throughout is on practical methods that work well in current computing environments.
More details
Series
Edition
1st ed. 1998. Corr. 2nd printing
Language
English
Place of publication
NY
United States
Target group
College/higher education
Professional and scholarly
Illustrations
Illustrations
Weight
500 gr
ISBN-13
978-0-387-98522-0 (9780387985220)
DOI
10.1007/978-1-4757-2960-3
Schweitzer Classification
Other editions
New editions
James E. Gentle
Random Number Generation and Monte Carlo Methods
Book
06/2003
2nd Edition
Springer
€139.09
Shipment within 5-7 days
Content
1 Simulating Random Numbers from a Uniform Distribution.- 2 Transformations of Uniform Deviates: General Methods.- 3 Simulating Random Numbers from Specific Distributions.- 4 Generation of Random Samples and Permutations.- 5 Monte Carlo Methods.- 6 Quality of Random Number Generators.- 7 Software for Random Number Generation.- 8 Monte Carlo Studies in Statistics.- A Notation and Definitions.- B Solutions and Hints for Selected Exercises.- Literature in Computational Statistics.- World Wide Web, News Groups, List Servers, and Bulletin Boards.- References.- Author Index.