Stochastic Simulation: Algorithms and Analysis. [= Stochastic Modelling and Applied Probability, 57]

Asmussen, Soren and Peter W. Glynn:

ISBN 10: 038730679X / ISBN 13: 9780387306797

Editore: New York, Springer,, 2007

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xiv, 476 S., 24x17 cm Ill. OPp.; ohne Umschlag. Einige s/w Ill. Kapitale leicht bestoßen, schwacher Kratzer auf Hinterdeckel; innen sehr sauber und fest; noch sehr gutes Exemplar. / Hardcover, without jacket. Some illustrations. Head and tail of spine lightly bumped, otherwise clean and tight. Sprache: Englisch Gewicht in Gramm: 850. Codice articolo 25952

Dati bibliografici

Titolo: Stochastic Simulation: Algorithms and ...

Casa editrice: New York, Springer,

Data di pubblicazione: 2007

Legatura: Hardcover/Pappeinband

Condizione: Sehr gut

Descrizione articolo

Riassunto:

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.

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