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

Glynn, Peter W.; Asmussen, Sören

 
9780387306797: Stochastic Simulation: Algorithms and Analysis: 57 (Stochastic Modelling and Applied Probability)
Hardcover
ISBN 10: 038730679X ISBN 13: 9780387306797
Verlag: Springer, 2007

Inhaltsangabe

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.

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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, 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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Verlag
Springer
Erscheinungsdatum
2007
Sprache
Englisch
ISBN 10 
038730679X
ISBN 13 
9780387306797
Einband
Tapa dura
Anzahl der Seiten
492
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
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Hamburg
Deutschland

Weitere beliebte Ausgaben desselben Titels

9781441921468: Stochastic Simulation: Algorithms and Analysis: Algorithms and Analysis: 57 (Stochastic Modelling and Applied Probability)

Vorgestellte Ausgabe

ISBN 10:  144192146X ISBN 13:  9781441921468
Verlag: Springer, 2010
Softcover