Stochastic Simulation and Monte Carlo Methods: Mathematical Foundations of Stochastic Simulation

by Carl Graham and Denis Talay

Book Overview

In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners' aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these computations is a highly complex mathematical undertaking...

• Format: Hardcover
• Language: English
• ISBN: 3642393624
• ISBN13: 9783642393624
• Release Date: July 2013
• Publisher: Springer
• Length: 260 Pages
• Weight: 1.25 lbs.
• Dimensions: 0.9" x 6.3" x 9.4"