Handbook of monte carlo methods / (Record no. 11200)
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| control field | ocn743404801 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20171224113659.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
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| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 110627s2011 xx obf 001 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | IDEBK |
| Language of cataloging | eng |
| Description conventions | pn |
| Transcribing agency | IDEBK |
| Modifying agency | OCLCQ |
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| Record control number | 015684976 |
| Source | Uk |
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| -- | 721356437 |
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| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118014967 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118014960 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118014943 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118014944 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 9780470177938 |
| Qualifying information | (hardback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Cancelled/invalid ISBN | 0470177934 |
| Qualifying information | (hardback) |
| 024 8# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 9786613072429 |
| 029 1# - (OCLC) | |
| OCLC library identifier | AU@ |
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| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)743404801 |
| Canceled/invalid control number | (OCoLC)720822762 |
| -- | (OCoLC)721356437 |
| -- | (OCoLC)770867378 |
| -- | (OCoLC)839304806 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 307242 |
| Source of stock number/acquisition | MIL |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA298 |
| Item number | .K76 2011 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT |
| Subject category code subdivision | 041000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 518/.282 |
| Edition number | 23 |
| 084 ## - OTHER CLASSIFICATION NUMBER | |
| Classification number | MAT029000 |
| Source of number | bisacsh |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Kroese, Dirk P. |
| 245 10 - TITLE STATEMENT | |
| Title | Handbook of monte carlo methods / |
| Statement of responsibility, etc | Dirk P. Kroese, Thomas Taimre, Zdravko I. Botev. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | [Place of publication not identified] : |
| Name of publisher, distributor, etc | Wiley, |
| Date of publication, distribution, etc | 2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (768 pages). |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
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| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley series in probability and statistics ; |
| Volume number/sequential designation | 706 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Cover13; -- Contents -- Preface -- Acknowledgments -- 1 Uniform Random Number Generation -- 1.1 Random Numbers -- 1.1.1 Properties of a Good Random Number Generator -- 1.1.2 Choosing a Good Random Number Generator -- 1.2 Generators Based on Linear Recurrences -- 1.2.1 Linear Congruential Generators -- 1.2.2 Multiple-Recursive Generators -- 1.2.3 Matrix Congruential Generators -- 1.2.4 Modulo 2 Linear Generators -- 1.3 Combined Generators -- 1.4 Other Generators -- 1.5 Tests for Random Number Generators -- 1.5.1 Spectral Test -- 1.5.2 Empirical Tests -- References -- 2 Quasirandom Number Generation -- 2.1 Multidimensional Integration -- 2.2 Van der Corput and Digital Sequences -- 2.3 Halton Sequences -- 2.4 Faure Sequences -- 2.5 Sobol' Sequences -- 2.6 Lattice Methods -- 2.7 Randomization and Scrambling -- References -- 3 Random Variable Generation -- 3.1 Generic Algorithms Based on Common Transformations -- 3.1.1 Inverse-Transform Method -- 3.1.2 Other Transformation Methods -- 3.1.3 Table Lookup Method -- 3.1.4 Alias Method -- 3.1.5 Acceptance-Rejection Method -- 3.1.6 Ratio of Uniforms Method -- 3.2 Generation Methods for Multivariate Random Variables -- 3.2.1 Copulas -- 3.3 Generation Methods for Various Random Objects -- 3.3.1 Generating Order Statistics -- 3.3.2 Generating Uniform Random Vectors in a Simplex -- 3.3.3 Generating Random Vectors Uniformly Distributed in a Unit Hyperball and Hypersphere -- 3.3.4 Generating Random Vectors Uniformly Distributed in a Hyperellipsoid -- 3.3.5 Uniform Sampling on a Curve -- 3.3.6 Uniform Sampling on a Surface -- 3.3.7 Generating Random Permutations -- 3.3.8 Exact Sampling From a Conditional Bernoulli Distribution -- References -- 4 Probability Distributions -- 4.1 Discrete Distributions -- 4.1.1 Bernoulli Distribution -- 4.1.2 Binomial Distribution -- 4.1.3 Geometric Distribution -- 4.1.4 Hypergeometric Distribution -- 4.1.5 Negative Binomial Distribution -- 4.1.6 Phase-Type Distribution (Discrete Case) -- 4.1.7 Poisson Distribution -- 4.1.8 Uniform Distribution (Discrete Case) -- 4.2 Continuous Distributions -- 4.2.1 Beta Distribution -- 4.2.2 Cauchy Distribution -- 4.2.3 Exponential Distribution -- 4.2.4 F Distribution -- 4.2.5 Fr233;chet Distribution -- 4.2.6 Gamma Distribution -- 4.2.7 Gumbel Distribution -- 4.2.8 Laplace Distribution -- 4.2.9 Logistic Distribution -- 4.2.10 Log-Normal Distribution -- 4.2.11 Normal Distribution -- 4.2.12 Pareto Distribution -- 4.2.13 Phase-Type Distribution (Continuous Case) -- 4.2.14 Stable Distribution -- 4.2.15 Student's t Distribution -- 4.2.16 Uniform Distribution (Continuous Case) -- 4.2.17 Wald Distribution -- 4.2.18 Weibull Distribution -- 4.3 Multivariate Distributions -- 4.3.1 Dirichlet Distribution -- 4.3.2 Multinomial Distribution -- 4.3.3 Multivariate Normal Distribution -- 4.3.4 Multivariate Student's t Distribution -- 4.3.5 Wishart Distribution -- References -- 5 Random Process Generation -- 5.1 Gaussian Processes -- 5.1.1 Markovian Gaussian Processes -- 5.1.2 Stationary Gaussian Processes and the FFT -- 5.2 Markov Chains -- 5.3 Markov Jump Processes -- 5.4 Poisson Processes -- 5.4.1 Compound Poisson Process -- 5.5 Wiener Process and Brownian Motion -- 5.6 Stochastic Differential Eq. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications. More and more of today's numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation, Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run, Discrete-event simulation, Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation, Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo, Estimation of derivatives and sensitivity analysis. Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization. The presented theoretical concepts are illustrated with worked examples that use MATLAB® a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Monte Carlo method |
| Form subdivision | Handbooks, manuals, etc. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Monte Carlo method. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS |
| General subdivision | Probability & Statistics |
| -- | General. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | MATHEMATICS |
| General subdivision | Numerical Analysis. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Monte Carlo method. |
| Source of heading or term | fast |
| -- | (OCoLC)fst01025819 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic resource. |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 655 #7 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Handbooks and manuals. |
| Source of term | fast |
| -- | (OCoLC)fst01423877 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Taimre, Thomas. |
| Relator code | aut |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Botev, Zdravko I. |
| Relator code | aut |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Print version: |
| Main entry heading | Kroese, Dirk P. |
| Title | Handbook of Monte Carlo methods. |
| Place, publisher, and date of publication | Hoboken, N.J. : Wiley, ©2011 |
| International Standard Book Number | 9780470177938 |
| Record control number | (DLC) 2010042348 |
| -- | (OCoLC)669751136 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley series in probability and statistics ; |
| Volume number/sequential designation | 706. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://onlinelibrary.wiley.com/book/10.1002/9781118014967">http://onlinelibrary.wiley.com/book/10.1002/9781118014967</a> |
| Public note | Wiley Online Library |
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