Articoli correlati a Stochastic Simulation: Algorithms And Analysis: 57
Sinossi
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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Recensione
"The adequate statistical simulation of random quantities is one of the challenges of this century. Therefore, sampling-based computational methods have become a fundamental part of the numerical toolset of both practitioners and researchers ... . This book provides a descriptive treatment of a variety of such sampling-based methods. Some steps to the mathematical analysis of their convergence properties and diverse applications are sketched as well. ... this book is of potential interest to many researchers, students and instructors." --Henri Schurz, Zentralblatt MATH, Vol. 1126 (3), 2008
Contenuti
General Methods and Algorithms.- Generating Random Objects.- Output Analysis.- Steady-State Simulation.- Variance-Reduction Methods.- Rare-Event Simulation.- Derivative Estimation.- Stochastic Optimization.- Algorithms for Special Models.- Numerical Integration.- Stochastic Di3erential Equations.- Gaussian Processes.- Lèvy Processes.- Markov Chain Monte Carlo Methods.- Selected Topics and Extended Examples.- What This Book Is About.- What This Book Is About.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditoreSpringer Nature
- Data di pubblicazione2007
- ISBN 10 038730679X
- ISBN 13 9780387306797
- RilegaturaCopertina rigida
- LinguaInglese
- Numero di pagine476
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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57)
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ISBN 10: 038730679X
ISBN 13: 9780387306797
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Stochastic Simulation: Algorithms and Analysis. [= Stochastic Modelling and Applied Probability, 57]
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ISBN 13: 9780387306797
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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57)
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 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. 476 pp. Englisch. Codice articolo 9780387306797
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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57)
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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57)
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Stochastic Simulation: Algorithms and Analysis
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. 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. Codice articolo 9780387306797
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