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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Simulation: Algorithms and Analysis

Stochastic Simulation: Algorithms and Analysis

Asmussen, Søren
Glynn, Peter W.

Paperback

Series: Stochastic Modelling and Applied Probability, Book 57

Business GeneralInvesting & FinanceProbability & Statistics

ISBN10: 144192146X
ISBN13: 9781441921468
Publisher: Springer Nature
Published: Nov 19 2010
Pages: 476
Weight: 1.50
Height: 0.99 Width: 6.14 Depth: 9.21
Language: English

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.

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