Non Uniform Random Numbers
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Non Uniform Random Variate Generation
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Author : Luc Devroye
language : en
Publisher:
Release Date : 2003
Non Uniform Random Variate Generation written by Luc Devroye and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Random variables categories.
Non Uniform Random Variate Generation
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Author : Luc Devroye
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-22
Non Uniform Random Variate Generation written by Luc Devroye and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-22 with Mathematics categories.
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
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Author : Wolfgang Hörmann
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-29
Automatic Nonuniform Random Variate Generation written by Wolfgang Hörmann and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-29 with Mathematics categories.
Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on discrete event simulation and on Monte Carlo methods, the recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in literature. This new concept has great practical advantages that are little known to most simulation practitioners. 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.
Non Uniform Random Numbers
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Author : J. H. Ahrens
language : en
Publisher:
Release Date : 1973
Non Uniform Random Numbers written by J. H. Ahrens and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with Fuzzy statistics categories.
Object Oriented Computer Simulation Of Discrete Event Systems
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Author : Jerzy Tyszer
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Object Oriented Computer Simulation Of Discrete Event Systems written by Jerzy Tyszer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Science categories.
Object-Oriented Computer Simulation of Discrete-Event Systems offers a comprehensive presentation of a wide repertoire of computer simulation techniques available to the modelers of dynamic systems. Unlike other books on simulation, this book includes a complete and balanced description of all essential issues relevant to computer simulation of discrete event systems, and it teaches simulation users how to design, program and exploit their own computer simulation models. In addition, it uses the object-oriented methodology throughout the book as its main programming platform. The reader is expected to have some background in the theory of probability and statistics and only a little programming experience in C++, as the book is not tied down to any particular simulation language. The book also provides 50 complete simulation problems to assist with writing such simulation programs. Object-Oriented Computer Simulation of Discrete-Event Systems demonstrates the basic and generic concepts used in computer simulation of discrete-event systems in a comprehensive, uniform and self-contained manner.
Statistical Methods For Data Analysis In Particle Physics
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Author : Luca Lista
language : en
Publisher: Springer
Release Date : 2015-07-24
Statistical Methods For Data Analysis In Particle Physics written by Luca Lista and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-07-24 with Science categories.
This concise set of course-based notes provides the reader with the main concepts and tools to perform statistical analysis of experimental data, in particular in the field of high-energy physics (HEP). First, an introduction to probability theory and basic statistics is given, mainly as reminder from advanced undergraduate studies, yet also in view to clearly distinguish the Frequentist versus Bayesian approaches and interpretations in subsequent applications. More advanced concepts and applications are gradually introduced, culminating in the chapter on upper limits as many applications in HEP concern hypothesis testing, where often the main goal is to provide better and better limits so as to be able to distinguish eventually between competing hypotheses or to rule out some of them altogether. Many worked examples will help newcomers to the field and graduate students to understand the pitfalls in applying theoretical concepts to actual data.
Financial Risk Forecasting
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Author : Jon Danielsson
language : en
Publisher: John Wiley & Sons
Release Date : 2011-04-20
Financial Risk Forecasting written by Jon Danielsson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-04-20 with Business & Economics categories.
Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance, statistics and modeling (programming), to provide a thorough grounding in risk management techniques. Written by renowned risk expert Jon Danielsson, the book begins with an introduction to financial markets and market prices, volatility clusters, fat tails and nonlinear dependence. It then goes on to present volatility forecasting with both univatiate and multivatiate methods, discussing the various methods used by industry, with a special focus on the GARCH family of models. The evaluation of the quality of forecasts is discussed in detail. Next, the main concepts in risk and models to forecast risk are discussed, especially volatility, value-at-risk and expected shortfall. The focus is both on risk in basic assets such as stocks and foreign exchange, but also calculations of risk in bonds and options, with analytical methods such as delta-normal VaR and duration-normal VaR and Monte Carlo simulation. The book then moves on to the evaluation of risk models with methods like backtesting, followed by a discussion on stress testing. The book concludes by focussing on the forecasting of risk in very large and uncommon events with extreme value theory and considering the underlying assumptions behind almost every risk model in practical use – that risk is exogenous – and what happens when those assumptions are violated. Every method presented brings together theoretical discussion and derivation of key equations and a discussion of issues in practical implementation. Each method is implemented in both MATLAB and R, two of the most commonly used mathematical programming languages for risk forecasting with which the reader can implement the models illustrated in the book. The book includes four appendices. The first introduces basic concepts in statistics and financial time series referred to throughout the book. The second and third introduce R and MATLAB, providing a discussion of the basic implementation of the software packages. And the final looks at the concept of maximum likelihood, especially issues in implementation and testing. The book is accompanied by a website - www.financialriskforecasting.com – which features downloadable code as used in the book.
Monte Carlo Simulation Of Semiconductor Devices
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Author : C. Moglestue
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Monte Carlo Simulation Of Semiconductor Devices written by C. Moglestue and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Computers categories.
Particle simulation of semiconductor devices is a rather new field which has started to catch the interest of the world's scientific community. It represents a time-continuous solution of Boltzmann's transport equation, or its quantum mechanical equivalent, and the field equation, without encountering the usual numerical problems associated with the direct solution. The technique is based on first physical principles by following in detail the transport histories of indi vidual particles and gives a profound insight into the physics of semiconductor devices. The method can be applied to devices of any geometrical complexity and material composition. It yields an accurate description of the device, which is not limited by the assumptions made behind the alternative drift diffusion and hydrodynamic models, which represent approximate solutions to the transport equation. While the development of the particle modelling technique has been hampered in the past by the cost of computer time, today this should not be held against using a method which gives a profound physical insight into individual devices and can be used to predict the properties of devices not yet manufactured. Employed in this way it can save the developer much time and large sums of money, both important considerations for the laboratory which wants to keep abreast of the field of device research. Applying it to al ready existing electronic components may lead to novel ideas for their improvement. The Monte Carlo particle simulation technique is applicable to microelectronic components of any arbitrary shape and complexity.
Simulation Technologies In Networking And Communications
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Author : Al-Sakib Khan Pathan
language : en
Publisher: CRC Press
Release Date : 2014-11-06
Simulation Technologies In Networking And Communications written by Al-Sakib Khan Pathan and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-11-06 with Computers categories.
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 the Best Tool for the Test addresses the spectrum of issues regarding the different mechanisms related to simulation technologies in networking and communications fields. Focusing on the practice of simulation testing instead of the theory, it presents the work of more than 50 experts from around the world. Considers superefficient Monte Carlo simulations Describes how to simulate and evaluate multicast routing algorithms Covers simulation tools for cloud computing and broadband passive optical networks Reports on recent developments in simulation tools for WSNs Examines modeling and simulation of vehicular networks The book compiles expert perspectives about the simulation of various networking and communications technologies. These experts review and evaluate popular simulation modeling tools and recommend the best tools for your specific tests. They also explain how to determine when theoretical modeling would be preferred over simulation. This book does not provide a verdict on the best suitable tool for simulation. Instead, it supplies authoritative analyses of the different kinds of networks and systems. Presenting best practices and insights from global experts, the book provides you with an understanding of what to simulate, where to simulate, whether to simulate or not, when to simulate, and how to simulate for a wide range of issues.
Smart Trends In Information Technology And Computer Communications
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Author : A.V. Deshpande
language : en
Publisher: Springer
Release Date : 2018-08-20
Smart Trends In Information Technology And Computer Communications written by A.V. Deshpande and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-20 with Computers categories.
This book constitutes the refereed proceedings of the Second International Conference on Smart Trends in Information Technology and Computer Communications, SmartCom 2017, held in Pune, India, in August 2017. The 38 revised papers presented were carefully reviewed and selected from 310 submissions. The papers address issues on smart and secure systems; smart and service computing; smart data and IT innovations.