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Showing 1 - 7 of 7 matches in All Departments

Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2016, Stanford, CA, August 14-19 (Hardcover, 1st ed. 2018): Art B. Owen,... Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2016, Stanford, CA, August 14-19 (Hardcover, 1st ed. 2018)
Art B. Owen, Peter W. Glynn
R2,876 Discovery Miles 28 760 Ships in 10 - 15 working days

This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.

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
R1,993 Discovery Miles 19 930 Ships in 10 - 15 working days

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.

Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2016, Stanford, CA, August 14-19 (Paperback, Softcover reprint of the... Monte Carlo and Quasi-Monte Carlo Methods - MCQMC 2016, Stanford, CA, August 14-19 (Paperback, Softcover reprint of the original 1st ed. 2018)
Art B. Owen, Peter W. Glynn
R2,846 Discovery Miles 28 460 Ships in 10 - 15 working days

This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.

Coral Reefs of the Eastern Tropical Pacific - Persistence and Loss in a Dynamic Environment (Paperback, Softcover reprint of... Coral Reefs of the Eastern Tropical Pacific - Persistence and Loss in a Dynamic Environment (Paperback, Softcover reprint of the original 1st ed. 2017)
Peter W. Glynn, Derek P. Manzello, Ian C. Enochs
R6,391 Discovery Miles 63 910 Ships in 10 - 15 working days

This book documents and examines the state of health of coral reefs in the eastern tropical Pacific region. It touches on the occurrence of coral reefs in the waters of surrounding countries, and it explores their biogeography, biodiversity and condition relative to the El Nino southern oscillation and human impacts. Additionally contained within is a field that presents information on many of the species presented in the preceding chapters.

Stochastic Simulation: Algorithms and Analysis (Paperback, Softcover reprint of hardcover 1st ed. 2007): Soren Asmussen, Peter... Stochastic Simulation: Algorithms and Analysis (Paperback, Softcover reprint of hardcover 1st ed. 2007)
Soren Asmussen, Peter W. Glynn
R1,782 Discovery Miles 17 820 Ships in 10 - 15 working days

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.

Markov Chains and Stochastic Stability (Paperback, 2nd Revised edition): Sean Meyn, Richard L. Tweedie Markov Chains and Stochastic Stability (Paperback, 2nd Revised edition)
Sean Meyn, Richard L. Tweedie; Prologue by Peter W. Glynn
R2,267 Discovery Miles 22 670 Ships in 12 - 17 working days

Meyn & Tweedie is back The bible on Markov chains in general state spaces has been brought up to date to reflect developments in the field since 1996 - many of them sparked by publication of the first edition. The pursuit of more efficient simulation algorithms for complex Markovian models, or algorithms for computation of optimal policies for controlled Markov models, has opened new directions for research on Markov chains. As a result, new applications have emerged across a wide range of topics including optimisation, statistics, and economics. New commentary and an epilogue by Sean Meyn summarise recent developments and references have been fully updated. This second edition reflects the same discipline and style that marked out the original and helped it to become a classic: proofs are rigorous and concise, the range of applications is broad and knowledgeable, and key ideas are accessible to practitioners with limited mathematical background.

Levy Matters V - Functionals of Levy Processes (Paperback, 1st ed. 2015): Lars Norvang Andersen, Soren Asmussen, Frank Aurzada,... Levy Matters V - Functionals of Levy Processes (Paperback, 1st ed. 2015)
Lars Norvang Andersen, Soren Asmussen, Frank Aurzada, Peter W. Glynn, Makoto Maejima, …
R2,238 Discovery Miles 22 380 Ships in 10 - 15 working days

This three-chapter volume concerns the distributions of certain functionals of Levy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Levy processes via stochastic integration. The second chapter, by Lars Norvang Andersen, Soren Asmussen, Peter W. Glynn and Mats Pihlsgard, concerns Levy processes reflected at two barriers, where reflection is formulated a la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Levy process.

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