Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, 57)

Søren Asmussen, Peter W. Glynn

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مشخصات کتاب

نویسنده: Søren Asmussen, Peter W. Glynn
ناشر: Springer
سال انتشار: ۲۰۱۰
فرمت: PDF
زبان: انگلیسی
حجم فایل: ۸٫۱ مگابایت
شابک: 9780387306797، 9780387690339، 9781441921468، 038730679X، 0387690336، 144192146X

دربارهٔ کتاب

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.

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, whereas the second half discusses model-specific algorithms.

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.

SÃ ̧ren Asmussen is a professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is the Thomas Ford professor of Engineering at Stanford University.

front-matter.pdf 2 Chapter1.pdf 16 Chapter2.pdf 54 Chapter3.pdf 82 Chapter4.pdf 112 Chapter5.pdf 144 Chapter6.pdf 192 Chapter7.pdf 228 Chapter8.pdf 245 Chapter9.pdf 259 Chapter10.pdf 291 Chapter11.pdf 310 Chapter12.pdf 335 Chapter13.pdf 366 Chapter14.pdf 427 back-matter.pdf 454

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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57)

۴۹٬۰۰۰ تومان

Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57)

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