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 variationscomputer simulationquantile estimationrandom variable generationstochastic simulation

Mathematics Subject Classification ID

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

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• A survey on computer generation of some classes of stochastic processes
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• Handbooks in operations research and management science: Simulation
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• Some remarks on the efficient algorithms of numerical statistical simulation
• Statistical simulation of one type of pairs of random variables with the use of fictitious jumps
• Random number generators
• Four Canadian Contributions to Stochastic Modeling

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