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Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation (Stochastic Modelling and Applied Probability)
Carl Graham
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Description for Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation (Stochastic Modelling and Applied Probability)
Hardcover. Stochastic Simulation and Monte Carlo Methods Series: Stochastic Modelling and Applied Probability. Num Pages: 276 pages, 4 black & white illustrations, biography. BIC Classification: KF; PBKS; PBT. Category: (P) Professional & Vocational. Dimension: 243 x 160 x 20. Weight in Grams: 554.
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners' aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these computations is a highly complex mathematical undertaking. Approaching these issues, the authors present stochastic numerical methods and prove accurate convergence rate estimates in terms of their numerical parameters (number of simulations, time discretization steps). As a ... Read more
In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners' aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these computations is a highly complex mathematical undertaking. Approaching these issues, the authors present stochastic numerical methods and prove accurate convergence rate estimates in terms of their numerical parameters (number of simulations, time discretization steps). As a ... Read more
Product Details
Publisher
Springer
Format
Hardback
Publication date
2013
Series
Stochastic Modelling and Applied Probability
Condition
New
Weight
563g
Number of Pages
260
Place of Publication
Berlin, Germany
ISBN
9783642393624
SKU
V9783642393624
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Carl Graham
Carl Graham is a CNRS researcher and Professeur charge de cours (part-time associate professor) at the Ecole Polytechnique and associate editor for Annals of Applied Probability. His main fields of research include stochastic processes, stochastic modelling and communication networks. Denis Talay is a senior researcher at Inria. He holds a part time research position at Ecole Polytechnique where ... Read more
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