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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57) - Hardcover
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.
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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57)
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Springer (edition 2007), 2007
ISBN 10: 038730679X
ISBN 13: 9780387306797
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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57)
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Stochastic Simulation Algorithms And Analysis
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Stochastic Modelling and Applied Probability: Stochastic Simulation: Algorithms and Analysis (Volume 57)
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Condition: Fair. Volume 57. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780387306797. Seller Inventory # 5779797
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Stochastic Simulation
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Cartonato. Condition: new. Heidelberg, 2007; hardback, cm 16x24. Libro. Seller Inventory # 2596322
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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57)
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