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Automatic Nonuniform Random Variate Generation - Statistics and Computing Wolfgang Hoermann 2004 edition
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Automatic Nonuniform Random Variate Generation - Statistics and Computing
Wolfgang Hoermann
The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.
451 pages, 89 black & white illustrations, biography
| Media | Bøker Innbunden bok (Bok med hard rygg og stivt omslag) |
| Utgitt | 23. oktober 2003 |
| ISBN13 | 9783540406525 |
| Utgivere | Springer-Verlag Berlin and Heidelberg Gm |
| Antall sider | 441 |
| Mål | 155 × 235 × 25 mm · 811 g |
| Språk | Fransk |