Stochastic Simulation: Algorithms and Analysis

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

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"