Stochastic simulation:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York
Wiley
2006
|
| Schriftenreihe: | Wiley series in probability and statistics
Wiley-interscience paperback series |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. [200] - 214 |
| Beschreibung: | XI, 237 S. graph. Darst. |
| ISBN: | 9780470009604 |
Internformat
MARC
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| 264 | 1 | |a New York |b Wiley |c 2006 | |
| 300 | |a XI, 237 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
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Datensatz im Suchindex
| _version_ | 1804138565396856832 |
|---|---|
| adam_text | Contents
1
Alms of Simulation
1
1.1
The Tools,
2
1.2
Models,
2
1.3
Simulation as Experimentation,
4
1.4
Simulation in Inference,
4
1.5
Examples,
5
1.6
Literature,
12
1.7
Convention,
12
Exercises,
13
2
Pseudo-Random Numbers
14
2.1
History and Philosophy,
14
2.2
Congruential Generators,
20
2.3
Shift-Register Generators,
26
2.4
Lattice Structure,
33
2.5
Shuffling and Testing,
42
2.6
Conclusions,
45
2.7
Proofs,
46
Exercises,
50
3
Random Variables
53
3.1
Simple Examples,
54
3.2
General Principles,
59
3.3
Discrete Distributions,
71
3.4
Continuous Distributions,
81
3.5
Recommendations,
91
Exercises,
92
ix
CONTENTS
4
Stochastic Models
4.1
Order Statistics,
96
4.2
Multivariate Distributions,
98
4.3
Poisson
Processes and Lifetimes,
100
4.4
Markov Processes,
104
4.5
Gaussian Processes,
105
4.6
Point Processes,
110
4.7
Metropolis Method and Random Fields,
113
Exercises,
116
5
Variance Reduction
5.1
Monte-Carlo Integration,
119
5.2
Importance Sampling,
122
5.3
Control and Antithetic
Variâtes,
123
5.4
Conditioning,
134
5.5
Experimental Design,
137
Exercises,
139
6
Output Analysis
142
6.1
The Initial Transient,
146
6.2
Batching,
150
6.3
Time-Series Methods,
155
6.4
Regenerative Simulation,
157
6.5
A Case Study,
161
Exercises,
169
7
Uses of Simulation
170
7.1
Statistical Inference,
171
7.2
Stochastic Methods in Optimization,
178
7.3
Systems of Linear Equations,
186
7.4
Quasi-Monte-Carlo
Integration,
189
7.5
Sharpening Button s Needle,
193
Exercises,
198
References
200
CONTENTS
ХІ
Appendix A. Computer Systems
215
Appendix
В»
Computer Programs
217
B.1 Form
ax b
mod c,
217
B.2 Check Primitive Roots,
219
B.3 Lattice Constants for Congniential Generators,
220
B.4 Test GFSR Generators,
227
B.5 Normal
Variâtes,
228
B.6 Exponential
Variâtes,
230
B.7 Gamma
Variâtes,
230
B.8 Discrete Distributions,
231
Index
235
|
| any_adam_object | 1 |
| author | Ripley, Brian D. 1952- |
| author_GND | (DE-588)124271413 |
| author_facet | Ripley, Brian D. 1952- |
| author_role | aut |
| author_sort | Ripley, Brian D. 1952- |
| author_variant | b d r bd bdr |
| building | Verbundindex |
| bvnumber | BV035275694 |
| callnumber-first | Q - Science |
| callnumber-label | QA76 |
| callnumber-raw | QA76.9.C65R57 1987 |
| callnumber-search | QA76.9.C65R57 1987 |
| callnumber-sort | QA 276.9 C65 R57 41987 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 239 QH 444 SK 850 ST 340 |
| classification_tum | MAT 605f |
| ctrlnum | (OCoLC)66395803 (DE-599)BVBBV035275694 |
| dewey-full | 001.4/3419 |
| dewey-hundreds | 000 - Computer science, information, general works |
| dewey-ones | 001 - Knowledge |
| dewey-raw | 001.4/34 19 |
| dewey-search | 001.4/34 19 |
| dewey-sort | 11.4 234 219 |
| dewey-tens | 000 - Computer science, information, general works |
| discipline | Allgemeines Informatik Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV035275694 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T21:30:13Z |
| institution | BVB |
| isbn | 9780470009604 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017080992 |
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| physical | XI, 237 S. graph. Darst. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | Wiley |
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| series2 | Wiley series in probability and statistics Wiley-interscience paperback series |
| spelling | Ripley, Brian D. 1952- Verfasser (DE-588)124271413 aut Stochastic simulation Brian D. Ripley New York Wiley 2006 XI, 237 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley series in probability and statistics Wiley-interscience paperback series Literaturverz. S. [200] - 214 Digital computer simulation Stochastic processes Computersimulation (DE-588)4148259-1 gnd rswk-swf Stochastik (DE-588)4121729-9 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Simulation (DE-588)4055072-2 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 s Computersimulation (DE-588)4148259-1 s DE-604 Stochastischer Prozess (DE-588)4057630-9 s Simulation (DE-588)4055072-2 s Stochastik (DE-588)4121729-9 s 1\p DE-604 Digitalisierung UB Bamberg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017080992&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Ripley, Brian D. 1952- Stochastic simulation Digital computer simulation Stochastic processes Computersimulation (DE-588)4148259-1 gnd Stochastik (DE-588)4121729-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Simulation (DE-588)4055072-2 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| subject_GND | (DE-588)4148259-1 (DE-588)4121729-9 (DE-588)4057630-9 (DE-588)4055072-2 (DE-588)4057633-4 |
| title | Stochastic simulation |
| title_auth | Stochastic simulation |
| title_exact_search | Stochastic simulation |
| title_full | Stochastic simulation Brian D. Ripley |
| title_fullStr | Stochastic simulation Brian D. Ripley |
| title_full_unstemmed | Stochastic simulation Brian D. Ripley |
| title_short | Stochastic simulation |
| title_sort | stochastic simulation |
| topic | Digital computer simulation Stochastic processes Computersimulation (DE-588)4148259-1 gnd Stochastik (DE-588)4121729-9 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Simulation (DE-588)4055072-2 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| topic_facet | Digital computer simulation Stochastic processes Computersimulation Stochastik Stochastischer Prozess Simulation Stochastisches Modell |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017080992&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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