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

by Soren Asmussen and Peter W. Glynn

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Book cover for Stochastic Simulation: Algorithms and Analysis

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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.

  • ISBN13 9781441921468
  • Publish Date 19 November 2010 (first published 1 January 2007)
  • Publish Status Active
  • Publish Country US
  • Imprint Springer-Verlag New York Inc.
  • Edition Softcover reprint of hardcover 1st ed. 2007
  • Format Paperback
  • Pages 476
  • Language English