Stochastic Simulation: Algorithms and Analysis
Produktnummer:
18c1f069b3515c484ca6069f45c7eaaaad
| Autor: | Asmussen, Søren Glynn, Peter W. |
|---|---|
| Themengebiete: | Analysis Gaussian process Lévy process Markov chain Monte Carlo method Sage Stochastic Differential Equations Stochastic Optimization algorithms operations research |
| Veröffentlichungsdatum: | 19.11.2010 |
| EAN: | 9781441921468 |
| Sprache: | Englisch |
| Seitenzahl: | 476 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer US |
Produktinformationen "Stochastic Simulation: Algorithms and Analysis"
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. It is the first rigorous and comprehensive advanced book on stochastic simulation. 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. A large amount of exercises and illustrations are included, making the book of value to students, practitioners and researchers in a broad range of fields.
Sie möchten lieber vor Ort einkaufen?
Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.
Juristische Fachbuchhandlung
Georg Blendl
Parcellistraße 5 (Maxburg)
8033 München
Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen