Stochastic simulation: algorithms and analysis

Stochastic Simulation Algorithms and Ana

📁 Stochastic Simulation Algorithms and Analysis

✍ Søren Asmussen, Peter W. Glynn 📂 Library 📅 2010 🏛 Springer 🌐 English

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

Stochastic Simulation: Algorithms and An

📁 Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, 100)

✍ Søren Asmussen, Peter W. Glynn, 📂 Library 📅 2007 🌐 English

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

Stochastic Simulation: Algorithms and An

📁 Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57)

✍ Søren Asmussen, Peter W. Glynn 📂 Library 📅 2007 🏛 Springer 🌐 English

<p><span>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 acco

Stochastic Modeling: Analysis and Simula

📁 Stochastic Modeling: Analysis and Simulation

✍ Barry L. Nelson, Mathematics 📂 Library 📅 2010 🏛 Dover Publications 🌐 English

<div>A coherent introduction to the techniques for modeling dynamic stochastic systems, this volume also offers a guide to the mathematical, numerical, and simulation tools of systems analysis. Suitable for advanced undergraduates and graduate-level industrial engineers and management science majors

Simulating Copulas: Stochastic Models, S

📁 Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications

✍ Jan-Frederik Mai, Matthias Scherer 📂 Library 📅 2017 🏛 World Scientific 🌐 English

The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models,

Simulating Copulas: Stochastic Models, S

📁 Simulating Copulas: Stochastic Models, Sampling Algorithms, and Applications

✍ Jan-Frederik Mai, Matthias Scherer 📂 Library 📅 2017 🏛 World Scientific Publishing Company 🌐 English

The book provides the background on simulating copulas and multivariate distributions in general. It unifies the scattered literature on the simulation of various families of copulas (elliptical, Archimedean, Marshall-Olkin type, etc.) as well as on different construction principles (factor models,

Stochastic simulation: algorithms and analysis

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