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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57) (No. 100)
Asmussen, Søren, Glynn, Peter W.
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Description for Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57) (No. 100)
Hardcover. This book provides a broad treatment of sampling-based computational methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. General methods and model-specific algorithms are discussed. Series: Stochastic Modelling and Applied Probability. Num Pages: 490 pages, biography. BIC Classification: PBWL. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 241 x 162 x 32. Weight in Grams: 840.
Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry ... Read more
Show LessProduct Details
Format
Hardback
Publication date
2007
Publisher
Springer
Condition
New
Series
Stochastic Modelling and Applied Probability
Number of Pages
476
Place of Publication
New York, NY, United States
ISBN
9780387306797
SKU
V9780387306797
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57) (No. 100)
From the reviews: "The adequate statistical simulation of random quantities is one of the challenges of this century. Therefore, sampling-based computational methods have become a fundamental part of the numerical toolset of both practitioners and researchers … . This book provides a descriptive treatment of a variety of such sampling-based methods. Some steps to the ... Read more