Stochastic Simulation
Brian D. Ripley
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". . .this is a very competently written and useful addition to the statistical literature; a book every statistician should look at and that many should study!"
—Short Book Reviews, International Statistical Institute
". . .reading this book was an enjoyable learning ... Read more
". . .this work is an excellent comprehensive guide to simulation methods, written by a very competent author. It is especially recommended for those users of simulation methods who want more than a 'cook book'. "
—Mathematics Abstracts
This book is a comprehensive guide to simulation methods with explicit recommendations of methods and algorithms. It covers both the technical aspects of the subject, such as the generation of random numbers, non-uniform random variates and stochastic processes, and the use of simulation. Supported by the relevant mathematical theory, the text contains a great deal of unpublished research material, including coverage of the analysis of shift-register generators, sensitivity analysis of normal variate generators, analysis of simulation output, and more.
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About Brian D. Ripley
Reviews for Stochastic Simulation