Mathematical aspects of various methods for sampling from classical distributions

Simulations were one of the first subjects J.v. Neumann had in mind for applying computers. He recom- mended some methods for generating [0,1)-uniformly distributed random numbers which are out of use today. However, his ideas for sampling from non-uniform distributions are still widely used. Since...

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Vydané v:	Proceedings of the 21st conference on Winter simulation s. 477 - 483
Hlavný autor:	Dieter, U.
Médium:	Konferenčný príspevok..
Jazyk:	English
Vydavateľské údaje:	New York, NY, USA ACM 01.10.1989
Edícia:	ACM Conferences
Predmet:	Applied computing > Physical sciences and engineering > Engineering Mathematics of computing > Mathematical analysis > Integral equations Mathematics of computing > Probability and statistics > Probabilistic algorithms Mathematics of computing > Probability and statistics > Probabilistic reasoning algorithms > Markov-chain Monte Carlo methods Mathematics of computing > Probability and statistics > Probabilistic reasoning algorithms > Random number generation Mathematics of computing > Probability and statistics > Probabilistic reasoning algorithms > Sequential Monte Carlo methods
ISBN:	0911801588, 9780911801583
On-line prístup:	Získať plný text
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