Perfect Simulation e-bog
546,47 DKK
(inkl. moms 683,09 DKK)
Exact sampling, specifically coupling from the past (CFTP), allows users to sample exactly from the stationary distribution of a Markov chain. During its nearly 20 years of existence, exact sampling has evolved into perfect simulation, which enables high-dimensional simulation from interacting distributions.Perfect Simulation illustrates the applic
E-bog
546,47 DKK
Forlag
Chapman and Hall/CRC
Udgivet
20 januar 2016
Længde
250 sider
Genrer
Probability and statistics
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9781482232455
Exact sampling, specifically coupling from the past (CFTP), allows users to sample exactly from the stationary distribution of a Markov chain. During its nearly 20 years of existence, exact sampling has evolved into perfect simulation, which enables high-dimensional simulation from interacting distributions.Perfect Simulation illustrates the applic