Automatic nonuniform random variate generation / Wolfgang Hoermann ; Josef Leydold ; Gerhard Derflinger
Automatic nonuniform random variate generation / Wolfgang Hoermann ; Josef Leydold ; Gerhard Derflinger
Autor
Hoermann, Wolfgang
Ostali autori
Nakladnik
Berlin; Heidelberg; New York : Springer-Verlag, 2004
Materijalni opis
X, 441 str. : graf. prikazi ; 24 cm
Nakladnički niz
Napomena
Bibliografija: str.[415]-428.
 
Kazala.
Klasifikacijska oznaka
65C10 Random number generation
 
65-02 Research exposition (monographs, survey articles)
 
65C60 Computational problems in statistics
 
62M10 Time series, auto-correlation, regression, etc. [See also 91B84]
 
65C05 Monte Carlo methods
 
65C40 Computational Markov chains
 
60J22 Computational methods in Markov chains [See also 65C40]
 
91B28 Finance, portfolios, investment
 
62C10 Bayesian problems; characterization of Bayes procedures
Jezik
engleski
Standardni broj
ISBN 3-540-40652-2
Građa
Knjigaknjiga
Djelomični sadržaj online

HOERMANN, Wolfgang
Automatic nonuniform random variate generation / Wolfgang Hoermann ; Josef Leydold ; Gerhard Derflinger. - Berlin; Heidelberg; New York : Springer-Verlag, 2004. - X, 441 str. : graf. prikazi ; 24 cm. - (Statistics and computing)
Bibliografija: str.[415]-428. - Kazala.
ISBN 3-540-40652-2


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