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Perfect Simulation
Paperback
General ComputersProbability & Statistics
ISBN13: 9780367377199
Publisher: CRC Press
Published: Mar 4 2020
Pages: 244
Weight: 0.79
Height: 0.53 Width: 6.14 Depth: 9.21
Language: English
This book illustrates the application of perfect simulation ideas and algorithms to a wide range of problems. The author describes numerous protocol methodologies for designing algorithms for specific problems. He first examines the commonly used acceptance/rejection (AR) protocol for creating perfect simulation algorithms. He then covers other major protocols, including coupling from the past (CFTP); the Fill, Machida, Murdoch, and Rosenthal (FMMR) method; the randomness recycler; retrospective sampling; and partially recursive AR, along with multiple variants of these protocols.
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