Stochastic simulation: Theory and algorithms.

MaRDI QIDQ2718717zbMATH OpenFDO

Authors Alejandro C. Frery, Oscar Bustos

Publication date 8 May 2001

Published in Monografías de Matemática (Rio de Janeiro) (Search for Journal in Brave)

zbMATH Keywords

calculus of variationsstochastic simulationcomputer simulationquantile estimationrandom variable generation

Mathematics Subject Classification ID

Point estimation (62F10) Random number generation in numerical analysis (65C10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01)

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• Handbooks in operations research and management science: Simulation
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