Stochastic simulation
Brian D. Ripley.
New York : Wiley, ©1987.
xi, 237 págs. : ilustraciones ; 24 cm.
Serie: Wiley series in probability and mathematical statistics. Applied probability and statistics, ISSN 0271-6356
ISBN: 0471818844
Bibliografía: p. 200-214.
Reseña: MathSciNet, 88b:68181
Contenido
- 1. Aims of simulation
- 2. Pseudo-random numbers
- 3. Random variables
- 4. Stochastic models
- 5. Variance reduction
- 6. Output analysis
- 7. Uses of simulation.