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Perfect Simulation - Mark L. Huber

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2020-03-04
130,85 € 186,93 €

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This book illustrates the application of perfect simulation ideas and algorithms to a wide range of problems. The author describes numerous protocol methodologies for designing algorithms for specific problems. He first examines the commonly used acceptance/rejection (AR) protocol for creating perfect simulation algorithms. He then covers other major protocols, including coupling from the past (CFTP); the F ... Täielik kirjeldus

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This book illustrates the application of perfect simulation ideas and algorithms to a wide range of problems. The author describes numerous protocol methodologies for designing algorithms for specific problems. He first examines the commonly used acceptance/rejection (AR) protocol for creating perfect simulation algorithms. He then covers other major protocols, including coupling from the past (CFTP); the Fill, Machida, Murdoch, and Rosenthal (FMMR) method; the randomness recycler; retrospective sampling; and partially recursive AR, along with multiple variants of these protocols.

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Autor Mark L. Huber
Kirjastaja CRC Press
Väljalaskeaasta 2020
Kaanetüüp Pehme kaanega
EAN 9780367377199
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130,85 € 186,93 €