Stochastic Simulation: Algorithms and Analysis

by Søren Asmussen, Peter W. Glynn, Søren; Glynn Peter W. Asmussen

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Book Overview

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...

Format:Hardcover

Language:English

ISBN:038730679X

ISBN13:9780387306797

Release Date:July 2007

Publisher:Springer

Length:476 Pages

Weight:1.80 lbs.

Dimensions:1.1" x 6.5" x 9.4"

Related Subjects

Business Business & Investing Economics Industrial, Manufacturing & Operational Systems Math Mathematics Science & Math

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Stochastic Simulation: Algorithms and Analysis

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