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 ...
Read More
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.
Read Less
Add this copy of Automatic Nonuniform Random Variate Generation to cart. $85.87, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2011 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2011, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Add this copy of Automatic Nonuniform Random Variate Generation to cart. $92.88, new condition, Sold by Basi6 International rated 5.0 out of 5 stars, ships from Irving, TX, UNITED STATES, published 2011 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2011, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Add this copy of Automatic Nonuniform Random Variate Generation to cart. $103.32, 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
Shipping Options:
Standard Shipping: $4.99
Trackable Expedited: $9.99
Two Day Air: $29.99
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
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. $50.00, good condition, Sold by Row by Row Bookshop rated 5.0 out of 5 stars, ships from Sugar Grove, NC, UNITED STATES, published 2004 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. No Dust Jacket. An ex-library copy in original tan and blue hard covers. The usual ex-libris markings. The binding is sound, the text is clean/unmarked, and there is little cover wear. No dust jacket, apparently as issued.
