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Stochastic Simulation Algorithms And Analysis 1st Edition Sren Asmussen

  • SKU: BELL-1305926
Stochastic Simulation Algorithms And Analysis 1st Edition Sren Asmussen
$ 31.00 $ 45.00 (-31%)

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Stochastic Simulation Algorithms And Analysis 1st Edition Sren Asmussen instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 7.76 MB
Pages: 488
Author: Søren Asmussen, Peter W. Glynn
ISBN: 9781441921468, 144192146X
Language: English
Year: 2010
Edition: 1st Edition.

Product desciption

Stochastic Simulation Algorithms And Analysis 1st Edition Sren Asmussen by Søren Asmussen, Peter W. Glynn 9781441921468, 144192146X instant download after payment.

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.

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