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.
| ISBN: | 9781441921468 |
| Publication date: | 19th November 2010 |
| Author: | Søren Asmussen, Peter W Glynn |
| Publisher: | Springer an imprint of Springer New York |
| Format: | Paperback |
| Pagination: | 482 pages |
| Series: | Stochastic Modelling and Applied Probability |
| Genres: |
Probability and statistics Management decision making Stochastics Production and industrial engineering Operational research Applied mathematics Economics, Finance, Business and Management |
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.
Stochastic Simulation features in the following genres: Probability and statistics, Management decision making, Stochastics, Production and industrial engineering, Operational research, Applied mathematics, Economics, Finance, Business and Management
Paperback, Hardback. Not Available.
Stochastic Simulation was written by Søren Asmussen, Peter W Glynn and published by Springer an imprint of Springer New York
Stochastic Simulation has 482 pages
Yes it is part of Stochastic Modelling and Applied Probability series