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Stochastic Simulation: Algorithms and Analysis (Hardcover, 2007 ed.) Loot Price: R2,034
Discovery Miles 20 340
Stochastic Simulation: Algorithms and Analysis (Hardcover, 2007 ed.): Soren Asmussen, Peter W. Glynn

Stochastic Simulation: Algorithms and Analysis (Hardcover, 2007 ed.)

Soren Asmussen, Peter W. Glynn

Series: Stochastic Modelling and Applied Probability, 57

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Loot Price R2,034 Discovery Miles 20 340 | Repayment Terms: R191 pm x 12*

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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.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Stochastic Modelling and Applied Probability, 57
Release date: July 2007
First published: 2007
Authors: Soren Asmussen • Peter W. Glynn
Dimensions: 235 x 155 x 32mm (L x W x T)
Format: Hardcover
Pages: 476
Edition: 2007 ed.
ISBN-13: 978-0-387-30679-7
Categories: Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 0-387-30679-X
Barcode: 9780387306797

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