scientific article; zbMATH DE number 2002843

Gerhard Derflinger, Josef Leydold, Wolfgang Hörmann

Publication date: 11 November 2003

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

algorithms simulation Markov chains time series textbook Monte Carlo methods Bayesian statistics finance universal generator nonuniform random number generators

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical methods (including Monte Carlo methods) (91G60) Bayesian problems; characterization of Bayes procedures (62C10) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Random number generation in numerical analysis (65C10)

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