Perfect Simulation

von Mark L. Huber

252 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Themen: Mathematik und Naturwissenschaften Mathematik Wahrscheinlichkeitsrechnung und Statistik
• ISBN: 9780367377199
• Sprache: Englisch
• Erscheinungsdatum: 04.03.2020
• Größe: 234 x 156 mm
• Verlag: Chapman and Hall/CRC