Stochastic simulation: algorithms and an
β SΓΈren Asmussen, Peter W. Glynn
π Library
π
2007
π Springer
π English
β¦ LIBER β¦
π
Stochastic Simulation Algorithms and Analysis
β Scribed by SΓΈren Asmussen, Peter W. Glynn
- Publisher
- Springer
- Year
- 2010
- Tongue
- English
- Leaves
- 488
- Series
- Stochastic Modelling and Applied Probability
- Edition
- 1st Edition.
- Category
- Library
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β¦ 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. 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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