The Handbook of Random Number Generation and Testing with TESTRAND Computer Code

The Handbook of Random Number Generation and Testing with TESTRAND Computer Code

Author: Edward J. Dudewicz

Publisher:

Published: 1981

Total Pages: 666

ISBN-13:

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Book Synopsis The Handbook of Random Number Generation and Testing with TESTRAND Computer Code by : Edward J. Dudewicz

Download or read book The Handbook of Random Number Generation and Testing with TESTRAND Computer Code written by Edward J. Dudewicz and published by . This book was released on 1981 with total page 666 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Handbook of Simulation

Handbook of Simulation

Author: Jerry Banks

Publisher: John Wiley & Sons

Published: 1998-09-14

Total Pages: 868

ISBN-13: 9780471134039

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Dieses Buch ist eine unschätzbare Informationsquelle für alle Ingenieure, Designer, Manager und Techniker bei Entwicklung, Studium und Anwendung einer großen Vielzahl von Simulationstechniken. Es vereint die Arbeit internationaler Simulationsexperten aus Industrie und Forschung. Alle Aspekte der Simulation werden in diesem umfangreichen Nachschlagewerk abgedeckt. Der Leser wird vertraut gemacht mit den verschiedenen Techniken von Industriesimulationen sowie mit Einsatz, Anwendungen und Entwicklungen. Neueste Fortschritte wie z.B. objektorientierte Programmierung werden ebenso behandelt wie Richtlinien für den erfolgreichen Umgang mit simulationsgestützten Prozessen. Auch gibt es eine Liste mit den wichtigsten Vertriebs- und Zulieferadressen. (10/98)


Book Synopsis Handbook of Simulation by : Jerry Banks

Download or read book Handbook of Simulation written by Jerry Banks and published by John Wiley & Sons. This book was released on 1998-09-14 with total page 868 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dieses Buch ist eine unschätzbare Informationsquelle für alle Ingenieure, Designer, Manager und Techniker bei Entwicklung, Studium und Anwendung einer großen Vielzahl von Simulationstechniken. Es vereint die Arbeit internationaler Simulationsexperten aus Industrie und Forschung. Alle Aspekte der Simulation werden in diesem umfangreichen Nachschlagewerk abgedeckt. Der Leser wird vertraut gemacht mit den verschiedenen Techniken von Industriesimulationen sowie mit Einsatz, Anwendungen und Entwicklungen. Neueste Fortschritte wie z.B. objektorientierte Programmierung werden ebenso behandelt wie Richtlinien für den erfolgreichen Umgang mit simulationsgestützten Prozessen. Auch gibt es eine Liste mit den wichtigsten Vertriebs- und Zulieferadressen. (10/98)


Random and Quasi-Random Point Sets

Random and Quasi-Random Point Sets

Author: Peter Hellekalek

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 345

ISBN-13: 1461217024

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This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical ("a priori") and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity of certain high-dimensional "random" point sets. The degree of uniformity is strongly related to the degree of correlations within the random numbers. The quasi-Monte Carlo approach aims at improving the rate of conver gence in the Monte Carlo method by number-theoretic techniques. It yields deterministic bounds for the approximation error. The main mathematical tool here are so-called low-discrepancy sequences. These "quasi-random" points are produced by deterministic algorithms and should be as "super" uniformly distributed as possible. Hence, both in uniform random number generation and in quasi-Monte Carlo methods, we study the uniformity of deterministically generated point sets in high dimensions. By a (common) abuse oflanguage, one speaks of random and quasi-random point sets. The central questions treated in this book are (i) how to generate, (ii) how to analyze, and (iii) how to apply such high-dimensional point sets.


Book Synopsis Random and Quasi-Random Point Sets by : Peter Hellekalek

Download or read book Random and Quasi-Random Point Sets written by Peter Hellekalek and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of survey papers on recent developments in the fields of quasi-Monte Carlo methods and uniform random number generation. We will cover a broad spectrum of questions, from advanced metric number theory to pricing financial derivatives. The Monte Carlo method is one of the most important tools of system modeling. Deterministic algorithms, so-called uniform random number gen erators, are used to produce the input for the model systems on computers. Such generators are assessed by theoretical ("a priori") and by empirical tests. In the a priori analysis, we study figures of merit that measure the uniformity of certain high-dimensional "random" point sets. The degree of uniformity is strongly related to the degree of correlations within the random numbers. The quasi-Monte Carlo approach aims at improving the rate of conver gence in the Monte Carlo method by number-theoretic techniques. It yields deterministic bounds for the approximation error. The main mathematical tool here are so-called low-discrepancy sequences. These "quasi-random" points are produced by deterministic algorithms and should be as "super" uniformly distributed as possible. Hence, both in uniform random number generation and in quasi-Monte Carlo methods, we study the uniformity of deterministically generated point sets in high dimensions. By a (common) abuse oflanguage, one speaks of random and quasi-random point sets. The central questions treated in this book are (i) how to generate, (ii) how to analyze, and (iii) how to apply such high-dimensional point sets.


Modern Statistical, Systems, and GPSS Simulation, Second Edition

Modern Statistical, Systems, and GPSS Simulation, Second Edition

Author: Zaven A. Karian

Publisher: CRC Press

Published: 2020-09-10

Total Pages: 558

ISBN-13: 1000141365

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Modern Statistical, Systems, and GPSS Simulation, Second Edition introduces the theory and implementation of discrete-event simulation. This text: establishes a theoretical basis for simulation methodology provides details of an important simulation language (GPSS - General Purpose Simulation System) integrates these two elements in a systems simulation case study Valuable additions to the second edition include coverage of random number generators with astronomic period, new entropy-based tests of uniformity, gamma variate generation, results on the GLD, and variance reduction techniques. GPSS/PC is an interactive implementation of GPSS for the IBM-PC compatible family of microcomputers. The disk accompanying Modern Statistical, Systems, and GPSS Simulation contains the limited educational version of GPSS/PC with many illustrative examples discussed in the text.


Book Synopsis Modern Statistical, Systems, and GPSS Simulation, Second Edition by : Zaven A. Karian

Download or read book Modern Statistical, Systems, and GPSS Simulation, Second Edition written by Zaven A. Karian and published by CRC Press. This book was released on 2020-09-10 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern Statistical, Systems, and GPSS Simulation, Second Edition introduces the theory and implementation of discrete-event simulation. This text: establishes a theoretical basis for simulation methodology provides details of an important simulation language (GPSS - General Purpose Simulation System) integrates these two elements in a systems simulation case study Valuable additions to the second edition include coverage of random number generators with astronomic period, new entropy-based tests of uniformity, gamma variate generation, results on the GLD, and variance reduction techniques. GPSS/PC is an interactive implementation of GPSS for the IBM-PC compatible family of microcomputers. The disk accompanying Modern Statistical, Systems, and GPSS Simulation contains the limited educational version of GPSS/PC with many illustrative examples discussed in the text.


Compression-Based Methods of Statistical Analysis and Prediction of Time Series

Compression-Based Methods of Statistical Analysis and Prediction of Time Series

Author: Boris Ryabko

Publisher: Springer

Published: 2016-05-19

Total Pages: 144

ISBN-13: 3319322532

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Universal codes efficiently compress sequences generated by stationary and ergodic sources with unknown statistics, and they were originally designed for lossless data compression. In the meantime, it was realized that they can be used for solving important problems of prediction and statistical analysis of time series, and this book describes recent results in this area. The first chapter introduces and describes the application of universal codes to prediction and the statistical analysis of time series; the second chapter describes applications of selected statistical methods to cryptography, including attacks on block ciphers; and the third chapter describes a homogeneity test used to determine authorship of literary texts. The book will be useful for researchers and advanced students in information theory, mathematical statistics, time-series analysis, and cryptography. It is assumed that the reader has some grounding in statistics and in information theory.


Book Synopsis Compression-Based Methods of Statistical Analysis and Prediction of Time Series by : Boris Ryabko

Download or read book Compression-Based Methods of Statistical Analysis and Prediction of Time Series written by Boris Ryabko and published by Springer. This book was released on 2016-05-19 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: Universal codes efficiently compress sequences generated by stationary and ergodic sources with unknown statistics, and they were originally designed for lossless data compression. In the meantime, it was realized that they can be used for solving important problems of prediction and statistical analysis of time series, and this book describes recent results in this area. The first chapter introduces and describes the application of universal codes to prediction and the statistical analysis of time series; the second chapter describes applications of selected statistical methods to cryptography, including attacks on block ciphers; and the third chapter describes a homogeneity test used to determine authorship of literary texts. The book will be useful for researchers and advanced students in information theory, mathematical statistics, time-series analysis, and cryptography. It is assumed that the reader has some grounding in statistics and in information theory.


Simulation of Communication Systems

Simulation of Communication Systems

Author: Michel C. Jeruchim

Publisher: Springer Science & Business Media

Published: 2006-04-11

Total Pages: 920

ISBN-13: 0306469715

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Since the first edition of this book was published seven years ago, the field of modeling and simulation of communication systems has grown and matured in many ways, and the use of simulation as a day-to-day tool is now even more common practice. With the current interest in digital mobile communications, a primary area of application of modeling and simulation is now in wireless systems of a different flavor from the `traditional' ones. This second edition represents a substantial revision of the first, partly to accommodate the new applications that have arisen. New chapters include material on modeling and simulation of nonlinear systems, with a complementary section on related measurement techniques, channel modeling and three new case studies; a consolidated set of problems is provided at the end of the book.


Book Synopsis Simulation of Communication Systems by : Michel C. Jeruchim

Download or read book Simulation of Communication Systems written by Michel C. Jeruchim and published by Springer Science & Business Media. This book was released on 2006-04-11 with total page 920 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the first edition of this book was published seven years ago, the field of modeling and simulation of communication systems has grown and matured in many ways, and the use of simulation as a day-to-day tool is now even more common practice. With the current interest in digital mobile communications, a primary area of application of modeling and simulation is now in wireless systems of a different flavor from the `traditional' ones. This second edition represents a substantial revision of the first, partly to accommodate the new applications that have arisen. New chapters include material on modeling and simulation of nonlinear systems, with a complementary section on related measurement techniques, channel modeling and three new case studies; a consolidated set of problems is provided at the end of the book.


Exponential Distribution

Exponential Distribution

Author: K. Balakrishnan

Publisher: Routledge

Published: 2019-01-22

Total Pages: 414

ISBN-13: 1351449117

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The exponential distribution is one of the most significant and widely used distribution in statistical practice. It possesses several important statistical properties, and yet exhibits great mathematical tractability. This volume provides a systematic and comprehensive synthesis of the diverse literature on the theory and applications of the expon


Book Synopsis Exponential Distribution by : K. Balakrishnan

Download or read book Exponential Distribution written by K. Balakrishnan and published by Routledge. This book was released on 2019-01-22 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: The exponential distribution is one of the most significant and widely used distribution in statistical practice. It possesses several important statistical properties, and yet exhibits great mathematical tractability. This volume provides a systematic and comprehensive synthesis of the diverse literature on the theory and applications of the expon


Simulation of Communication Systems

Simulation of Communication Systems

Author: Philip Balaban

Publisher: Springer

Published: 2012-12-06

Total Pages: 750

ISBN-13: 1461532981

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Simulation may be defined as the discipline whose objective is to imitate one or more aspects of reality in a way that is as close to that reality as possible; indeed, an apt synonym that is gaining some currency is artificial reality. Under this definition, simulation is a very old discipline. Probably the first applications of simulation were to scale models of various types of dynamical structures or mechanical devices. Man has always looked for ways to "try things out" before building the real thing; this is the motivation behind any form of simulation. Thus, simulation of communication systems is concerned with imitating some aspects of the behavior of communication systems. It is implicit in our use of simulation that the medium (so to speak) for carrying it out is the digital computer. Computer-based modeling and simulation of communication systems has only developed in the last 20 years or so, since the advent of modern digital computers. A variety of modeling and simulation techniques have been developed and described in widely scattered journals, but until now there has not been a single volume devoted to the subject. We have tried to provide a unified framework that describes both the disciplines involved and the methods of modeling and simulating communication systems and subsystems. In the electronic era, the first type of computer simulation, in today's use of the term, took shape in the form of analog computers.


Book Synopsis Simulation of Communication Systems by : Philip Balaban

Download or read book Simulation of Communication Systems written by Philip Balaban and published by Springer. This book was released on 2012-12-06 with total page 750 pages. Available in PDF, EPUB and Kindle. Book excerpt: Simulation may be defined as the discipline whose objective is to imitate one or more aspects of reality in a way that is as close to that reality as possible; indeed, an apt synonym that is gaining some currency is artificial reality. Under this definition, simulation is a very old discipline. Probably the first applications of simulation were to scale models of various types of dynamical structures or mechanical devices. Man has always looked for ways to "try things out" before building the real thing; this is the motivation behind any form of simulation. Thus, simulation of communication systems is concerned with imitating some aspects of the behavior of communication systems. It is implicit in our use of simulation that the medium (so to speak) for carrying it out is the digital computer. Computer-based modeling and simulation of communication systems has only developed in the last 20 years or so, since the advent of modern digital computers. A variety of modeling and simulation techniques have been developed and described in widely scattered journals, but until now there has not been a single volume devoted to the subject. We have tried to provide a unified framework that describes both the disciplines involved and the methods of modeling and simulating communication systems and subsystems. In the electronic era, the first type of computer simulation, in today's use of the term, took shape in the form of analog computers.


Elements of Simulation

Elements of Simulation

Author: Byron J.T. Morgan

Publisher: Routledge

Published: 2018-12-13

Total Pages: 265

ISBN-13: 1351452770

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The use of simulation in statistics dates from the start of the 20th century, coinciding with the beginnings of radio broadcasting and the invention of television. Just as radio and television are now commonplace in our everyday lives, simulation methods are now widely used throughout the many branches of statistics, as can be readily appreciated from reading Chapters 1 and 9. The book has grown out of a fifteen-hour lecture course given to third-year mathematics undergraduates at the University of Kent, and it could be used either as an undergraduate or a postgraduate text. Simulation may either be taught as an operational research tool in its own right, or as a mathematical method which cements together different parts of statistics and which may be used in a variety of lecture courses. In the last three chapters indications are made of the varied uses of simulation throughout statistics. Alternatively, simulation may be used to motivate subjects such as the teaching of distribution theory and the manipulation of random variables, and Chapters 4 and 5 especially will hopefully be useful in this respect.


Book Synopsis Elements of Simulation by : Byron J.T. Morgan

Download or read book Elements of Simulation written by Byron J.T. Morgan and published by Routledge. This book was released on 2018-12-13 with total page 265 pages. Available in PDF, EPUB and Kindle. Book excerpt: The use of simulation in statistics dates from the start of the 20th century, coinciding with the beginnings of radio broadcasting and the invention of television. Just as radio and television are now commonplace in our everyday lives, simulation methods are now widely used throughout the many branches of statistics, as can be readily appreciated from reading Chapters 1 and 9. The book has grown out of a fifteen-hour lecture course given to third-year mathematics undergraduates at the University of Kent, and it could be used either as an undergraduate or a postgraduate text. Simulation may either be taught as an operational research tool in its own right, or as a mathematical method which cements together different parts of statistics and which may be used in a variety of lecture courses. In the last three chapters indications are made of the varied uses of simulation throughout statistics. Alternatively, simulation may be used to motivate subjects such as the teaching of distribution theory and the manipulation of random variables, and Chapters 4 and 5 especially will hopefully be useful in this respect.


Monte Carlo Methods

Monte Carlo Methods

Author: Malvin H. Kalos

Publisher: John Wiley & Sons

Published: 2008-09-26

Total Pages: 195

ISBN-13: 352761740X

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This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It focuses on two basic themes. The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use of the methods. Random walks are introduced with an elementary example in which the modelling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on that example, the relationship between random walks and integral equations is outlined. The applicability of these ideas to other problems is shown by a clear and elementary introduction to the solution of the Schrodinger equation by random walks. The detailed discussion of variance reduction includes Monte Carlo evaluation of finite-dimensional integrals. Special attention is given to importance sampling, partly because of its intrinsic interest in quadrature, partly because of its general usefulness in the solution of integral equations. One significant feature is that Monte Carlo Methods treats the "Metropolis algorithm" in the context of sampling methods, clearly distinguishing it from importance sampling. Physicists, chemists, statisticians, mathematicians, and computer scientists will find Monte Carlo Methods a complete and stimulating introduction.


Book Synopsis Monte Carlo Methods by : Malvin H. Kalos

Download or read book Monte Carlo Methods written by Malvin H. Kalos and published by John Wiley & Sons. This book was released on 2008-09-26 with total page 195 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It focuses on two basic themes. The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use of the methods. Random walks are introduced with an elementary example in which the modelling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on that example, the relationship between random walks and integral equations is outlined. The applicability of these ideas to other problems is shown by a clear and elementary introduction to the solution of the Schrodinger equation by random walks. The detailed discussion of variance reduction includes Monte Carlo evaluation of finite-dimensional integrals. Special attention is given to importance sampling, partly because of its intrinsic interest in quadrature, partly because of its general usefulness in the solution of integral equations. One significant feature is that Monte Carlo Methods treats the "Metropolis algorithm" in the context of sampling methods, clearly distinguishing it from importance sampling. Physicists, chemists, statisticians, mathematicians, and computer scientists will find Monte Carlo Methods a complete and stimulating introduction.