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Stochastic Modelling and Applied Probability: Stochastic Simulation: Algorithms and Analysis (Volume 57) Hardback - 2007
by Asmussen, Søren
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- Hardback
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Details
- Title Stochastic Modelling and Applied Probability: Stochastic Simulation: Algorithms and Analysis (Volume 57)
- Author Asmussen, Søren
- Binding Hardback
- Edition 1st
- Pages 476
- Language ENG
- Publisher Springer
- Publication date 2007
- Features Bibliography, Illustrated, Index, Table of Contents, Textbook
- Bookseller's Inventory # 5779797
- ISBN 9780387306797
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From the publisher
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.
