Automatic nonuniform random variate generation
Wolfgang Hörmann
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at 250 WPM7h 21m
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Automatic nonuniform random variate generation
Published
Oct 09, 2011
Publisher
Springer
Pages
441
ISBN-13
9783642073724
ISBN-10
3642073727
Description
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.
Subjects
Fooled by randomness
The Drunkard's Walk
Probability, random variables, and random signal principles
The algebra of random variables
Solutions manual to accompany Probability, random variables, and random signal principles
On strong invariance
Frequently Asked Questions
How many pages are in Automatic nonuniform random variate generation?
This edition of Automatic nonuniform random variate generation has approximately 441 pages. Please note, this is an estimate and the exact page count can vary between hardcover, paperback, and e-book versions.
How long does it take to read Automatic nonuniform random variate generation?
For most readers, Automatic nonuniform random variate generation typically takes between 9h 11m and 6h 8m to complete. This is based on the book's length of approximately 110,250 words and common reading speeds.
Here's a detailed breakdown: • Continuous reading at 250 WPM: approximately 7h 21m of focused reading • Casual reading (30 minutes/day): you could finish in roughly 15 days • Estimated word count: 110,250 words
Your individual reading time will vary based on your personal reading pace, the amount of daily reading time, and your familiarity with the subject matter.
What is the word count of Automatic nonuniform random variate generation?
The estimated word count for Automatic nonuniform random variate generation is approximately 110,250 words. This figure is calculated using industry-standard methods that consider genre-specific word density patterns, typical formatting and layout characteristics, and standard words-per-page ratios for published books.
This is an approximation — actual word count may vary based on font size, formatting, edition, and the presence of illustrations or charts.
Who is the author of Automatic nonuniform random variate generation?
Automatic nonuniform random variate generation was written by Wolfgang Hörmann.
When was Automatic nonuniform random variate generation published?
The publication date for this specific edition is Oct 09, 2011. The original work may have been published on a different date.