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About Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, 100)
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.
Detailed Information
| Author: | Søren Asmussen, Peter W. Glynn, |
|---|---|
| Publication Year: | 2007 |
| Pages: | 490 |
| Language: | English |
| File Size: | 7.381 |
| Format: | |
| Price: | FREE |
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