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SIMULATION AND THE MONTE CARLO METHOD Episode 13

Tham khảo tài liệu 'simulation and the monte carlo method episode 13', kỹ thuật - công nghệ, cơ khí - chế tạo máy phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | This Page Intentionally Left Blank INDEX absorbing State 21 acceptance probability 57 169 acceptance-rejection method 55 61 66 affine transformation 14 alias method 54 annealing schedule 189 antithetic estimator 122 random variables 120 aperiodic state 21 arrival rate 17 associated stochastic problem 249 asymptotic optimality 28 asymptotic variance 104 Barker s algorithm 198 batch means method 105 106 172 Bayes rule 2 181 Bayesian statistics. 181 196 Bernoulli approximation 18 43 conditional distribution 316 disruption problem 324 distribution 5 63 process 8 18 sequence 8 18 beta distribution 5 77 generation 62 75 bias 114 binomial distribution 3 5 8 16 64 generation 63 normal approximation to 16 64 Poisson approximation to 18 birth and death process 25 103 Boltzmann distribution 179 bootstrap method 113 bottleneck element 151 bounded relative error 28 Box-Miiller method 59 bridge network 98 115 121 buffer allocation problem 269 Burg cross-entropy distance 32 bum-in period 194 Cauchy distribution 77 CE method 249 central limit theorem 15 100 for random vectors 16 change of measure 132 change of variable 149 change point 182 Chebyshev inequality 7 Cholesky decomposition 15 39 67 315 coin flip experiment 1 3 8 41 181 250 252 common random variables 120 complement 1 complexity theory 28 composition method 54 n computer simulation 81 concave function 35 37 Simulation and the Monte Carlo Method Second Edition. By R.Y. Rubinstein and D. p. Kroese Copyright 2007 John Wiley Sons Inc. 341 342 INDEX conditional expectation 8 Monte Carlo 119 125 pdf 8 probability 2 confidence interval 27 100 104 115 219 243 Bayesian 182 CONFTRA model 158 continuous optimization 268 control variable 123 convex function 35 program 37 set 35 convolution 127 cooling scheme 192 correlation coefficient 9 42 multiple 124 coupling from the past 193 covariance 9 function 104 172 194 matrix 10 11 14 42 124 properties 9 Cramér-Rao inequality 34 cross-entropy CE 31 136 algorithm estimation 238 239 .