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Stochastic Simulation: Algorithms and Analysis: 57 (Stochastic Modelling and Applied Probability, 57) - Tapa dura

Libro 13 de 30: Stochastic Modelling and Applied Probability

Glynn, Peter W.; Asmussen, Sören

 
9780387306797: Stochastic Simulation: Algorithms and Analysis: 57 (Stochastic Modelling and Applied Probability, 57)
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ISBN 10: 038730679X ISBN 13: 9780387306797
Editorial: Springer, 2007

Sinopsis

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. The first half of the book focuses on general methods; the second half discusses model-specific algorithms. Exercises and illustrations are included.

"Sinopsis" puede pertenecer a otra edición de este libro.

De la contraportada

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. The first half of the book focuses on general methods, whereas the second half discusses model-specific algorithms.

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 and physics will find the book of value.

Søren Asmussen is a professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is the Thomas Ford professor of Engineering at Stanford University.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
2007
Idioma
Inglés
ISBN 10 
038730679X
ISBN 13 
9780387306797
Encuadernación
Tapa dura
Número de páginas
492
Contacto del fabricante
no disponible
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