Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57) - Hardcover
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Synopsis
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 and physics will find the book of value.
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From the Back Cover
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.
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2007
- ISBN 10 038730679X
- ISBN 13 9780387306797
- BindingHardcover
- LanguageEnglish
- Number of pages490
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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57)
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ISBN 13: 9780387306797
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Stochastic Simulation: Algorithms and Analysis
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ISBN 10: 038730679X
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 and physics will find the book of value. 476 pp. Englisch. Seller Inventory # 9780387306797
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Stochastic Simulation: Algorithms and Analysis
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 and physics will find the book of value. Seller Inventory # 9780387306797
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Stochastic Simulation: Algorithms and Analysis
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ISBN 13: 9780387306797
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