Søren Asmussen,
Peter W. Glynn
Stochastic Simulation: Algorithms and Analysis
Gebonden Engels 2007 2007e druk 9780387306797Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9780387306797
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:476
Uitgever:Springer New York
Druk:2007
Thema:
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