PERFECT SIMULATION
ebook

PERFECT SIMULATION (ebook)

MARK L. HUBER

$1,800.00
IVA incluido
Editorial:
CHAPMAN & HALL
Materia
MATEMATICAS
ISBN:
9781040072585
Formato:
Epublication content package
Idioma:
Inglés
DRM
Si

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