Computational Probability: Algorithms and Applications in the Mathematical Sciences (International Series in Operations Research & Management Science)
John H. Drew, Diane L. Evans, Andrew G. Glen, Lawrence M. Leemis
This new edition includes the latest advances and developments in computational probability involving A Probability Programming Language (APPL). The book examines and presents, in a systematic manner, computational probability methods that encompass data structures and algorithms. The developed techniques address problems that require exact probability calculations, many of which have been considered intractable in the past. The book addresses the plight of the probabilist by providing algorithms to perform calculations associated with random variables.