Stochastic Simulation: Algorithms and Analysis: Algorithms and Analysis - Couverture souple

Livre 13 sur 30: Stochastic Modelling and Applied Probability

Asmussen, Søren; Glynn, Peter W.

 
9781441921468: Stochastic Simulation: Algorithms and Analysis: Algorithms and Analysis
Couverture souple
ISBN 10 : 144192146X ISBN 13 : 9781441921468
Editeur : Springer, 2010

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. 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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Revue de presse

"The adequate statistical simulation of random quantities is one of the challenges of this century. Therefore, sampling-based computational methods have become a fundamental part of the numerical toolset of both practitioners and researchers ... . This book provides a descriptive treatment of a variety of such sampling-based methods. Some steps to the mathematical analysis of their convergence properties and diverse applications are sketched as well. ... this book is of potential interest to many researchers, students and instructors." --Henri Schurz, Zentralblatt MATH, Vol. 1126 (3), 2008

Présentation de l'éditeur

This book provides a broad treatment of sampling-based computational methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. General methods and model-specific algorithms are discussed.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2010
Langue
anglais
ISBN 10 
144192146X
ISBN 13 
9781441921468
Reliure
Broché
Numéro d'édition
1
Nombre de pages
492
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Heidelberg
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Allemagne

Autres éditions populaires du même titre

9780387306797: Stochastic Simulation

Edition présentée

ISBN 10 :  038730679X ISBN 13 :  9780387306797
Editeur : Springer-Verlag New York Inc., 2007
Couverture rigide