Автор: Train Kenneth E Название: Discrete Choice Methods with Simulation ISBN: 0521747384 ISBN-13(EAN): 9780521747387 Издательство: Cambridge Academ Рейтинг: Цена: 49630.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Each of the major models is covered including logit, generalized extreme value, or GEV, probit, and mixed logit, plus a variety of specifications that build on these basics.
Автор: Guerrero, Hector Название: Excel data analysis ISBN: 3030012786 ISBN-13(EAN): 9783030012786 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book offers a comprehensive and readable introduction to modern business and data analytics.
Автор: Desmond J. Higham, Peter E. Kloeden Название: An Introduction to the Numerical Simulation of Stochastic Differential Equations ISBN: 1611976421 ISBN-13(EAN): 9781611976427 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 66050.00 T Наличие на складе: Нет в наличии. Описание: This book provides a lively and accessible introduction to the numerical solution of stochastic differential equations with the aim of making this subject available to the widest possible readership. It presents an outline of the underlying convergence and stability theory while avoiding technical details. Key ideas are illustrated with numerous computational examples and computer code is listed at the end of each chapter. The authors include 150 exercises, with solutions available online, and 40 programming tasks.Although introductory, the book covers a range of modern research topics, including It? versus Stratonovich calculus, implicit methods, stability theory, nonconvergence on nonlinear problems, multilevel Monte Carlo, approximation of double stochastic integrals, and tau leaping for chemical and biochemical reaction networks.An Introduction to the Numerical Simulation of Stochastic Differential Equations is appropriate for undergraduates and postgraduates in mathematics, engineering, physics, chemistry, finance, and related disciplines, as well as researchers in these areas. The material assumes only a competence in algebra and calculus at the level reached by a typical first-year undergraduate mathematics class, and prerequisites are kept to a minimum. Some familiarity with basic concepts from numerical analysis and probability is also desirable but not necessary.
Автор: Asmussen Название: Stochastic Simulation: Algorithms and Analysis ISBN: 038730679X ISBN-13(EAN): 9780387306797 Издательство: Springer Рейтинг: Цена: 46540.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods , as well as accompanying mathematical analysis of the convergence properties of the methods discussed . The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first half of the book focusses on general methods, whereas the second half discusses model-specific algorithms. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value. Soren Asmussen is Professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is Thomas Ford Professor of Engineering at Stanford University.
Автор: Gamerman, Dani. Название: Markov Chain Monte Carlo ISBN: 1584885874 ISBN-13(EAN): 9781584885870 Издательство: Taylor&Francis Рейтинг: Цена: 102080.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Incorporating changes in theory and highlighting various applications, this book presents a comprehensive introduction to the methods of Markov Chain Monte Carlo (MCMC) simulation technique. It incorporates the developments in MCMC, including reversible jump, slice sampling, bridge sampling, path sampling, multiple-try, and delayed rejection.
Автор: Headrick Название: Statistical Simulation ISBN: 1138116289 ISBN-13(EAN): 9781138116283 Издательство: Taylor&Francis Рейтинг: Цена: 71450.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Although power method polynomials based on the standard normal distributions have been used in many different contexts for the past 30 years, it was not until recently that the probability density function (pdf) and cumulative distribution function (cdf) were derived and made available. Focusing on both univariate and multivariate nonnormal data generation, Statistical Simulation: Power Method Polynomials and Other Transformations presents techniques for conducting a Monte Carlo simulation study. It shows how to use power method polynomials for simulating univariate and multivariate nonnormal distributions with specified cumulants and correlation matrices.
The book first explores the methodology underlying the power method, before demonstrating this method through examples of standard normal, logistic, and uniform power method pdfs. It also discusses methods for improving the performance of a simulation based on power method polynomials. The book then develops simulation procedures for systems of linear statistical models, intraclass correlation coefficients, and correlated continuous variates and ranks. Numerical examples and results from Monte Carlo simulations illustrate these procedures. The final chapter describes how the g-and-h and generalized lambda distribution (GLD) transformations are special applications of the more general multivariate nonnormal data generation approach. Throughout the text, the author employs Mathematica(R) in a range of procedures and offers the source code for download online.
Written by a longtime researcher of the power method, this book explains how to simulate nonnormal distributions via easy-to-use power method polynomials. By using the methodology and techniques developed in the text, readers can evaluate different transformations in terms of comparing percentiles, measures of central tendency, goodness-of-fit tests, and more.
Автор: Jerzy Tyszer Название: Object-Oriented Computer Simulation of Discrete-Event Systems ISBN: 1461372879 ISBN-13(EAN): 9781461372875 Издательство: Springer Рейтинг: Цена: 214280.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: 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.
Автор: Nick T. Thomopoulos Название: Essentials of Monte Carlo Simulation ISBN: 1461460212 ISBN-13(EAN): 9781461460213 Издательство: Springer Рейтинг: Цена: 139750.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book focuses on the fundamentals of Monte Carlo methods using basic computer simulation techniques. It illustrates the best ways to select input distributions and parameters with or without sample data.
Автор: Giray ?kten Название: Probability and Simulation ISBN: 3030560694 ISBN-13(EAN): 9783030560690 Издательство: Springer Рейтинг: Цена: 30740.00 T Наличие на складе: Нет в наличии. Описание: He has held academic positions at University of Alaska Fairbanks, Ball State University, and Florida State University.
Автор: Stefano M. Iacus Название: Simulation and Inference for Stochastic Differential Equations ISBN: 1441926070 ISBN-13(EAN): 9781441926074 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book covers a highly relevant topic that is of wide interest, especially in finance, engineering and computational biology. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners with minimal mathematical background.
Автор: Jack P. C. Kleijnen Название: Design and Analysis of Simulation Experiments ISBN: 144194415X ISBN-13(EAN): 9781441944153 Издательство: Springer Рейтинг: Цена: 97820.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book will be the standard reference book on the topic for both researchers and sophisticated practitioners, and it will be used as a textbook in courses or seminars focusing on this topic.
Автор: N. Balakrishnan; V.B. Melas; S. Ermakov Название: Advances in Stochastic Simulation Methods ISBN: 146127091X ISBN-13(EAN): 9781461270911 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This is a volume consisting of selected papers that were presented at the 3rd St. Petersburg Workshop on Simulation held at St. Petersburg, Russia, during June 28-July 3, 1998.
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