Algorithms and Applications in the Mathematical Sciences. International Series in Operations Research & Management Science v. 117
This title organizes computational probability methods into a systematic treatment. The book examines two categories of problems. "Algorithms for Continuous Random Variables" covers data structures and algorithms, transformations of random variables, and products of independent random variables. "Algorithms for Discrete Random Variables" discusses data structures and algorithms, sums of independent random variables, and order statistics.
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What Reviewers Are Saying
From the reviews: "The monograph is devoted to the use of a computer algebra system to solve problems in operations research and probability. ... The presented monograph will be of interest for all researchers and specialists that are working in the mathematical sciences ... . It will be very useful for the lecturers, which could use it for the preparation of special topics courses in computational probability ... . The intended audience for the presented monograph includes researchers, MS students, PhD students, and advanced practitioners ... ." (Tzvetan Semerdjiev, Zentralblatt MATH, Vol. 1145, 2008) "The text is ... an introduction to a computer language called A Probability Programming Language (APPL), specially created by the authors to make it easy for statisticians and operational researchers to carry out complex manipulations involving probability distributions. ... I would recommend this book to anyone working with probability distributions. ... the book could certainly be of use to operational research practitioners working in 'hard' OR fields where complex probabilistic models are needed." (John Smith, Journal of the Operational Research society, Vol. 60 (7), 2009)