4. Stochastic Models

  1. Brian D. Ripley

Published Online: 27 MAY 2008

DOI: 10.1002/9780470316726.ch4

Stochastic Simulation

Stochastic Simulation

How to Cite

Ripley, B. D. (1987) Stochastic Models, in Stochastic Simulation, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470316726.ch4

Author Information

  1. Professor of Statistics, University of Strathclyde, Glasgow, Scotland

Publication History

  1. Published Online: 27 MAY 2008
  2. Published Print: 21 JAN 1987

ISBN Information

Print ISBN: 9780471818847

Online ISBN: 9780470316726

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Keywords:

  • stochastic models;
  • specified distributions;
  • random numbers;
  • exponential distribution;
  • exponential spacings

Summary

The prelims comprise:

  • Order Statistics

  • Multivariate Distributions

  • Poisson Processes and Lifetimes

  • Markov Processes

  • Gaussian Processes

  • Point Processes

  • Metropolis' Method and Random Fields