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Stochastic Simulation : algorithms and analysis
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...
| Auteurs principaux : | , |
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| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Stochastic Simulation : algorithms and analysis / Søren Asmussen, Peter W. Glynn. |
| Publié : |
New York, NY :
Springer New York
, [20..] Cham : Springer e-books Springer Nature |
| Collection : | Stochastic modelling and applied probability (Internet) ; 57 |
| Accès en ligne : |
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| Condition d'utilisation et de reproduction : | Conditions particulières de réutilisation pour les bénéficiaires des licences nationales : https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |
| Sujets : | |
| Documents associés : | Autre format:
Stochastic simulation |
| Résumé : | 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, whereas the second half discusses model-specific algorithms. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value. Søren Asmussen is a professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is the Thomas Ford professor of Engineering at Stanford University |
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| Notes : | L'impression du document génère 479 p. |
| Bibliographie : | Bibliogr. Index |
| ISBN : | 978-0-387-69033-9 |
| DOI : | 10.1007/978-0-387-69033-9 |