Stochastic Simulation: Algorithms and Analysis E-Book

Søren Asmussen

• Herausgeber: Springer New York
• Kategorie: Wissenschaft und neue Technologien
• Serie: Stochastic Modelling and Applied Probability
• Sprache: Englisch

Veröffentlichungsjahr: 2007

Beschreibung

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.