Random number generation and Monte Carlo methods

＜図書＞
Random number generation and Monte Carlo methods

責任表示	James E. Gentle
シリーズ	Statistics and computing
データ種別	図書
出版情報	New York ; Tokyo : Springer , c1998
本文言語	英語
大きさ	xiv, 247 p. : ill. ; 24 cm
概要	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 nu...ber generation, nonlinear congruential generators, quasi Monte Carlo methods, and Markov chain Monte Carlo. The best methods for generating random varieties 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 the primary text 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, is also a useful reference for practitioners. 続きを見る
電子版へのリンク	https://hdl.handle.net/2324/6878578

一般注記	Includes bibliographical references (p. 205-235) and indexes
著者標目	*Gentle, James E., 1943-
件　名	LCSH:Monte Carlo method LCSH:Random number generators
分　類	LCC:QA298 DC21:519.2/82 NDC8:417.6
書誌ID	1000270292
ISBN	0387985220
NCID	BA37970110
巻冊次	ISBN:0387985220
登録日	2009.09.11
更新日	2009.09.18