Frontmatter -- Preface -- Contents -- Chapter 1. Approximate Modelling of Homogeneous Gaussian Fields on the Basis of Spectral Decomposition -- Chapter 2. Spectral Models for Vector-Valued Fields -- Chapter 3. Convergence of Spectral Models of Random Fields in Monte Carlo Methods -- Chapter 4. On Optimization and Convergence of Functional Monte Carlo Estimators -- Appendix A. Gaussian Distributions: Properties and Simulation -- Appendix ?. Solution of Boundary Value Problems for Linear Systems of Stochastic Differential Equations -- Appendix C. On Interpolation of Positive Definite Functions and Stationary Random Sequences -- Appendix D. Coding of Multiplicative Pseudorandom Number Generators -- Bibliography -- Notation -- Index
| Autorius: | S. M. Prigarin |
| Leidėjas: | De Gruyter |
| Išleidimo metai: | 2001 |
| Knygos puslapių skaičius: | 212 |
| ISBN-10: | 311041211X |
| ISBN-13: | 9783110412116 |
| Formatas: | Knyga kietu viršeliu |
| Kalba: | Anglų |
| Žanras: | Reference works |
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