Principles Of Random Variate Generation

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Principles of Random Variate Generation

John Dagpunar
Principles of Random Variate Generation Book PDF

Author : John Dagpunar
Publisher : Oxford University Press, USA
Page : 256 pages
File Size : 50,5 Mb
Release : 1988
Category : Language Arts & Disciplines
ISBN : UOM:39015015629903

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Principles of Random Variate Generation by John Dagpunar Pdf

An up-to-date account of the theory and practice of generating random variates from probability distributions is presented in this accessible text. After a brief introduction to simulation, the author discusses the general principles for generating and testing uniform and non-uniform variates. These techniques are applied to univariate and multivariate distributions, Markov processes, and order statistics. Dr. Dagpunar has included Fortran 77 programs for generating the more familiar distributions and a set of graphical aids for the manual generation of variates. Competing methods are also compared and their advantages and disadvantages discussed. In addition, algorithms throughout the book enable readers to generate variates from selected distributions, making this an invaluable guide for statisticians, operational researchers, computer scientists, and postgraduates engaged in computer simulation.

Non-Uniform Random Variate Generation

Luc Devroye
Non Uniform Random Variate Generation Book PDF

Author : Luc Devroye
Publisher : Springer Science & Business Media
Page : 859 pages
File Size : 42,5 Mb
Release : 2013-11-22
Category : Mathematics
ISBN : 9781461386438

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Non-Uniform Random Variate Generation by Luc Devroye Pdf

Thls text ls about one small fteld on the crossroads of statlstlcs, operatlons research and computer sclence. Statistleians need random number generators to test and compare estlmators before uslng them ln real l fe. In operatlons research, random numbers are a key component ln arge scale slmulatlons. Computer sclen tlsts need randomness ln program testlng, game playlng and comparlsons of algo rlthms. The appl catlons are wlde and varled. Yet all depend upon the same com puter generated random numbers. Usually, the randomness demanded by an appl catlon has some bullt-ln structure: typlcally, one needs more than just a sequence of Independent random blts or Independent uniform 0,1] random vari ables. Some users need random variables wlth unusual densltles, or random com blnatorlal objects wlth speclftc propertles, or random geometrlc objects, or ran dom processes wlth weil deftned dependence structures. Thls ls preclsely the sub ject area of the book, the study of non-uniform random varlates. The plot evolves around the expected complexlty of random varlate genera tlon algorlthms. We set up an ldeal zed computatlonal model (wlthout overdolng lt), we lntroduce the notlon of unlformly bounded expected complexlty, and we study upper and lower bounds for computatlonal complexlty. In short, a touch of computer sclence ls added to the fteld. To keep everythlng abstract, no tlmlngs or computer programs are lncluded. Thls was a Iabor of Iove. George Marsagl a created CS690, a course on ran dom number generat on at the School of Computer Sclence of McG ll Unlverslty."

Automatic Nonuniform Random Variate Generation

Wolfgang Hörmann,Josef Leydold,Gerhard Derflinger
Automatic Nonuniform Random Variate Generation Book PDF

Author : Wolfgang Hörmann,Josef Leydold,Gerhard Derflinger
Publisher : Springer Science & Business Media
Page : 439 pages
File Size : 52,8 Mb
Release : 2013-06-29
Category : Mathematics
ISBN : 9783662059463

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Automatic Nonuniform Random Variate Generation by Wolfgang Hörmann,Josef Leydold,Gerhard Derflinger Pdf

The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. Being unique in its overall organization, the book covers not only the mathematical and statistical theory but also deals with the implementation of such methods. All algorithms introduced in the book are designed for practical use in simulation and have been coded and made available by the authors. Examples of possible applications of the presented algorithms (including option pricing, VaR and Bayesian statistics) are presented at the end of the book.

Cognitive Radio and its Application for Next Generation Cellular and Wireless Networks

Hrishikesh Venkataraman,Gabriel-Miro Muntean
Cognitive Radio and its Application for Next Generation Cellular and Wireless Networks Book PDF

Author : Hrishikesh Venkataraman,Gabriel-Miro Muntean
Publisher : Springer Science & Business Media
Page : 410 pages
File Size : 51,5 Mb
Release : 2012-04-28
Category : Technology & Engineering
ISBN : 9789400718272

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Cognitive Radio and its Application for Next Generation Cellular and Wireless Networks by Hrishikesh Venkataraman,Gabriel-Miro Muntean Pdf

This book provides a broad introduction to Cognitive Radio, which attempts to mimic human cognition and reasoning applied to Software Defined Radio and reconfigurable radio over wireless networks. It provides readers with significant technical and practical insights into different aspects of Cognitive Radio, starting from a basic background, the principle behind the technology, the inter-related technologies and application to cellular and vehicular networks, the technical challenges, implementation and future trends. The discussion balances theoretical concepts and practical implementation. Wherever feasible, the different concepts explained are linked to application of the corresponding scheme in a particular wireless standard. This book has two sections: the first section begins with an introduction to cognitive radio and discusses in detail various, inter-dependent technologies such as network coding, software-based radio, dirty RF, etc. and their relation to cognitive radio. The second section deals with two key applications of cognitive radio – next generation cellular networks and vehicular networks. The focus is on the impact and the benefit of having cognitive radio-based mechanisms for radio resource allocation, multihop data transmission, co-operative communication, cross-layer solutions and FPGA-level framework design, as well as the effect of relays as cognitive gateways and real-time, seamless multimedia transmission using cognitive radio.

Independent Random Sampling Methods

Luca Martino,David Luengo,Joaquín Míguez
Independent Random Sampling Methods Book PDF

Author : Luca Martino,David Luengo,Joaquín Míguez
Publisher : Springer
Page : 280 pages
File Size : 44,9 Mb
Release : 2018-03-31
Category : Computers
ISBN : 9783319726342

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Independent Random Sampling Methods by Luca Martino,David Luengo,Joaquín Míguez Pdf

This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-world practical problems, are introduced and discussed in detail. In turn, the monograph presents fundamental results and methodologies in the field, elaborating and developing them into the latest techniques. The theory and methods are illustrated with a varied collection of examples, which are discussed in detail in the text and supplemented with ready-to-run computer code. The main problem addressed in the book is how to generate independent random samples from an arbitrary probability distribution with the weakest possible constraints or assumptions in a form suitable for practical implementation. The authors review the fundamental results and methods in the field, address the latest methods, and emphasize the links and interplay between ostensibly diverse techniques.

Random Number Generation and Monte Carlo Methods

James E. Gentle
Random Number Generation and Monte Carlo Methods Book PDF

Author : James E. Gentle
Publisher : Springer Science & Business Media
Page : 252 pages
File Size : 53,6 Mb
Release : 2013-03-14
Category : Computers
ISBN : 9781475729603

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Random Number Generation and Monte Carlo Methods by James E. Gentle Pdf

Monte Carlo simulation has become one of the most important tools in all fields of science. This book surveys the basic techniques and principles of the subject, as well as general techniques useful in more complicated models and in novel settings. The emphasis throughout is on practical methods that work well in current computing environments.

Simulation

Sheldon M. Ross
Simulation Book PDF

Author : Sheldon M. Ross
Publisher : Elsevier
Page : 312 pages
File Size : 46,5 Mb
Release : 2006-08-01
Category : Mathematics
ISBN : 9780080517223

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Simulation by Sheldon M. Ross Pdf

Ross's Simulation, Fourth Edition introduces aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulation studies to analyze and interpret real phenomena. Readers learn to apply results of these analyses to problems in a wide variety of fields to obtain effective, accurate solutions and make predictions about future outcomes. This text explains how a computer can be used to generate random numbers, and how to use these random numbers to generate the behavior of a stochastic model over time. It presents the statistics needed to analyze simulated data as well as that needed for validating the simulation model. More focus on variance reduction, including control variables and their use in estimating the expected return at blackjack and their relation to regression analysis A chapter on Markov chain monte carlo methods with many examples Unique material on the alias method for generating discrete random variables

Continuous Bivariate Distributions

N. Balakrishnan,Chin Diew Lai
Continuous Bivariate Distributions Book PDF

Author : N. Balakrishnan,Chin Diew Lai
Publisher : Springer Science & Business Media
Page : 714 pages
File Size : 43,6 Mb
Release : 2009-05-31
Category : Mathematics
ISBN : 9780387096148

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Continuous Bivariate Distributions by N. Balakrishnan,Chin Diew Lai Pdf

Along with a review of general developments relating to bivariate distributions, this volume also covers copulas, a subject which has grown immensely in recent years. In addition, it examines conditionally specified distributions and skewed distributions.

Simulation and Optimization

Georg Pflug,Ulrich Dieter
Simulation and Optimization Book PDF

Author : Georg Pflug,Ulrich Dieter
Publisher : Springer Science & Business Media
Page : 175 pages
File Size : 52,7 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9783642489143

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Simulation and Optimization by Georg Pflug,Ulrich Dieter Pdf

This volume contains selected papers presented at the "International Workshop on Computationally Intensive Methods in Simulation and Op th th timization" held from 23 to 25 August 1990 at the International Institute for Applied Systems Analysis (nASA) in La~enburg, Austria. The purpose of this workshop was to evaluate and to compare recently developed methods dealing with optimization in uncertain environments. It is one of the nASA's activities to study optimal decisions for uncertain systems and to make the result usable in economic, financial, ecological and resource planning. Over 40 participants from 12 different countries contributed to the success of the workshop, 12 papers were selected for this volume. Prof. A. Kurzhanskii Chairman of the Systems and Decision Sciences Program nASA Preface Optimization in an random environment has become an important branch of Applied Mathematics and Operations Research. It deals with optimal de cisions when only incomplete information of t.he future is available. Consider the following example: you have to make the decision about the amount of production although the future demand is unknown. If the size of the de mand can be described by a probability distribution, the problem is called a stochastic optimization problem.

Nuclear Computational Science

Yousry Azmy,Enrico Sartori
Nuclear Computational Science Book PDF

Author : Yousry Azmy,Enrico Sartori
Publisher : Springer Science & Business Media
Page : 476 pages
File Size : 52,9 Mb
Release : 2010-04-15
Category : Technology & Engineering
ISBN : 9789048134113

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Nuclear Computational Science by Yousry Azmy,Enrico Sartori Pdf

Nuclear engineering has undergone extensive progress over the years. In the past century, colossal developments have been made and with specific reference to the mathematical theory and computational science underlying this discipline, advances in areas such as high-order discretization methods, Krylov Methods and Iteration Acceleration have steadily grown. Nuclear Computational Science: A Century in Review addresses these topics and many more; topics which hold special ties to the first half of the century, and topics focused around the unique combination of nuclear engineering, computational science and mathematical theory. Comprising eight chapters, Nuclear Computational Science: A Century in Review incorporates a number of carefully selected issues representing a variety of problems, providing the reader with a wealth of information in both a clear and concise manner. The comprehensive nature of the coverage and the stature of the contributing authors combine to make this a unique landmark publication. Targeting the medium to advanced level academic, this book will appeal to researchers and students with an interest in the progression of mathematical theory and its application to nuclear computational science.

Simulation and Monte Carlo

J. S. Dagpunar
Simulation and Monte Carlo Book PDF

Author : J. S. Dagpunar
Publisher : John Wiley & Sons
Page : 348 pages
File Size : 50,8 Mb
Release : 2007-04-04
Category : Mathematics
ISBN : 9780470061343

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Simulation and Monte Carlo by J. S. Dagpunar Pdf

Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, who wish an up-to-date account of the theory and practice of Simulation. Its distinguishing features are in-depth accounts of the theory of Simulation, including the important topic of variance reduction techniques, together with illustrative applications in Financial Mathematics, Markov chain Monte Carlo, and Discrete Event Simulation. Each chapter contains a good selection of exercises and solutions with an accompanying appendix comprising a Maple worksheet containing simulation procedures. The worksheets can also be downloaded from the web site supporting the book. This encourages readers to adopt a hands-on approach in the effective design of simulation experiments. Arising from a course taught at Edinburgh University over several years, the book will also appeal to practitioners working in the finance industry, statistics and operations research.

Bootstrapping and Related Techniques

Karl-Heinz Jöckel,Günther Rothe,Wolfgang Sendler
Bootstrapping and Related Techniques Book PDF

Author : Karl-Heinz Jöckel,Günther Rothe,Wolfgang Sendler
Publisher : Springer Science & Business Media
Page : 231 pages
File Size : 48,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783642488504

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Bootstrapping and Related Techniques by Karl-Heinz Jöckel,Günther Rothe,Wolfgang Sendler Pdf

This book contains 30 selected, refereed papers from an in- ternational conference on bootstrapping and related techni- ques held in Trier 1990. Thepurpose of the book is to in- form about recent research in the area of bootstrap, jack- knife and Monte Carlo Tests. Addressing the novice and the expert it covers as well theoretical as practical aspects of these statistical techniques. Potential users in different disciplines as biometry, epidemiology, computer science, economics and sociology but also theoretical researchers s- hould consult the book to be informed on the state of the art in this area.

Random-Like Multiple Objective Decision Making

Jiuping Xu,Liming Yao
Random Like Multiple Objective Decision Making Book PDF

Author : Jiuping Xu,Liming Yao
Publisher : Springer Science & Business Media
Page : 452 pages
File Size : 44,6 Mb
Release : 2011-03-25
Category : Business & Economics
ISBN : 9783642180002

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Random-Like Multiple Objective Decision Making by Jiuping Xu,Liming Yao Pdf

What are the random-like phenomena that can be found everywhere in real-life world? When carrying out a random sampling survey on the traffic situation, we often obtain some descriptive results such as approximately expedite, a little crowded and so on, therefore, the average level should be regarded as the random fuzzy phenomenon, which is one of the random-like phenomena. Decision makers usually need to make the decision for these problems with random-like phenomena. Which model should be constructed for them? How should we handle these models to find the optimal strategy? How can we apply these models to solve real-life problems with random-like phenomena? In order to answer these questions, this book provides an up-to-date methodology system 5MRP for random-like multiple objective decision making, which includes problem system with random-like phenomena, model system with random-like coefficients, research system with random-like uncertain methods. Some practical applications are also provided to illustrate the effectiveness of the proposed methodology system. Researchers, practitioners and students in systems science, economics, mathematics, information, engineering and MS/OR will get a lot of useful references from this research monograph.

Numerical Analysis for Statisticians

Kenneth Lange
Numerical Analysis for Statisticians Book PDF

Author : Kenneth Lange
Publisher : Springer Science & Business Media
Page : 606 pages
File Size : 46,8 Mb
Release : 2010-06-15
Category : Business & Economics
ISBN : 9781441959447

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Numerical Analysis for Statisticians by Kenneth Lange Pdf

Numerical analysis is the study of computation and its accuracy, stability and often its implementation on a computer. This book focuses on the principles of numerical analysis and is intended to equip those readers who use statistics to craft their own software and to understand the advantages and disadvantages of different numerical methods.

Simulation Technologies in Networking and Communications

Al-Sakib Khan Pathan,Muhammad Mostafa Monowar,Shafiullah Khan
Simulation Technologies in Networking and Communications Book PDF

Author : Al-Sakib Khan Pathan,Muhammad Mostafa Monowar,Shafiullah Khan
Publisher : CRC Press
Page : 638 pages
File Size : 41,8 Mb
Release : 2014-11-06
Category : Computers
ISBN : 9781482225501

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Simulation Technologies in Networking and Communications by Al-Sakib Khan Pathan,Muhammad Mostafa Monowar,Shafiullah Khan Pdf

Simulation is a widely used mechanism for validating the theoretical models of networking and communication systems. Although the claims made based on simulations are considered to be reliable, how reliable they really are is best determined with real-world implementation trials.Simulation Technologies in Networking and Communications: Selecting th