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

Asmussen, Søren; Glynn, Peter W.

 
9781441921468: Stochastic Simulation: Algorithms and Analysis: Algorithms and Analysis: 57 (Stochastic Modelling and Applied Probability)
Tapa blanda
ISBN 10: 144192146X ISBN 13: 9781441921468
Editorial: Springer, 2010

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. It is the first rigorous and comprehensive advanced book on stochastic simulation. 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. A large amount of exercises and illustrations are included, making the book of value to students, practitioners and researchers in a broad range of fields.

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De la contraportada

<p>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.</p><p>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. </p><p>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. </p>

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Editorial
Springer
Año de publicación
2010
Idioma
Inglés
ISBN 10 
144192146X
ISBN 13 
9781441921468
Encuadernación
Tapa blanda
Número de páginas
492
Contacto del fabricante
no disponible
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Otras ediciones populares con el mismo título

9780387306797: Stochastic Simulation: Algorithms and Analysis: 57 (Stochastic Modelling and Applied Probability)

Edición Destacada

ISBN 10:  038730679X ISBN 13:  9780387306797
Editorial: Springer, 2007
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