Stochastic Simulation: Algorithms And Analysis: 57 - Rilegato

Libro 13 di 30: Stochastic Modelling and Applied Probability

Asmussen, Soren; Glynn, Peter W.

 
9780387306797: Stochastic Simulation: Algorithms And Analysis: 57
Rilegato
ISBN 10: 038730679X ISBN 13: 9780387306797
Casa editrice: Springer Nature, 2007

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.

Dalla quarta di copertina

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer Nature
Data di pubblicazione
2007
Lingua
Inglese
ISBN 10 
038730679X
ISBN 13 
9780387306797
Rilegatura
Copertina rigida
Numero di pagine
476
Contatto del produttore
non disponibile
Persona responsabile
CMN Printpool Inh. Mathis Neumann
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Altre edizioni note dello stesso titolo

9781441921468: Stochastic Simulation: Algorithms and Analysis: Algorithms and Analysis: 57

Edizione in evidenza

ISBN 10:  144192146X ISBN 13:  9781441921468
Casa editrice: Springer, 2010
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