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Stochastic Simulation Algorithms and Analysis (Stochastic Modelling and Applied
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Stochastic Simulation Algorithms and Analysis (Stochastic Modelling and Applied Probability) Hardback - 2007

by Søren Asmussen; Peter W. Glynn

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Reader reviews for Stochastic Simulation Algorithms and Analysis (Stochastic Modelling and Applied Probability)

From the publisher

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.

From the rear cover

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.

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

Details

  • Title Stochastic Simulation Algorithms and Analysis (Stochastic Modelling and Applied Probability)
  • Author Søren Asmussen; Peter W. Glynn
  • Binding Hardback
  • Edition 1st
  • Pages 476
  • Language ENG
  • Publisher Springer
  • Publication date July 27, 2007
  • Features Bibliography, Illustrated, Index, Table of Contents, Textbook
  • ISBN 9780387306797

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

by Asmussen, Søren

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Springer, 2007. Volume 57. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9780387306797
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Stochastic Simulation: Algorithms and Analysis

Stochastic Simulation: Algorithms and Analysis

by Soren Asmussen

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Hardcover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; 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 tr
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Stochastic Simulation
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Stochastic Simulation

by Glynn, Sa!Ren Asmussen; Peter W,

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Stochastic Simulation
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Stochastic Simulation

by Glynn, Sa!Ren Asmussen; Peter W,

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

by Asmussen, S

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2007
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Springer, 2007-07-27. 2007. hardcover. Used: Good. 6.49x1.10x9.38. Buy with confidence. Excellent Customer Service & Return policy.
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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No....
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Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability, No. 57)

by Asmussen, S

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  • Hardback
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Edition
2007
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Hardcover
ISBN 10 / ISBN 13
9780387306797 / 038730679X
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Springer, 2007-07-27. 2007. hardcover. New. 6.49x1.10x9.38. Buy with confidence. Excellent Customer Service & Return policy.
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Stochastic Simulation: Algorithms And Analysis
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Stochastic Simulation: Algorithms And Analysis

by Søren Asmussen/ Peter W. Glynn

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Springer Verlag, 2007. Hardcover. New. 1st edition. 476 pages. 9.50x6.50x1.00 inches.
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Stochastic Simulation: Algorithms and Analysis
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Stochastic Simulation: Algorithms and Analysis

by Asmussen, Søren

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ISBN 10 / ISBN 13
9780387306797 / 038730679X
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Stochastic Simulation
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Stochastic Simulation

by Soren Asmussen Peter W. Glynn

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ISBN 10 / ISBN 13
9780387306797 / 038730679X
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