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

Søren Asmussen, Peter W. Glynn




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 | #5169641 in Books |  2009-12-28 | Original language:English | PDF # 1 |  9.00 x1.11 x6.00l,1.50 | File type: PDF | 476 pages

||0 of 1 people found the following review helpful.| One of the best|By Customer|This book is definitely one of the best if you want to gain an in-depth understanding of Statistical Computing/Monte Carlo method. The authors are among the most famous authorities in this area(actually much of the material introduced comes from their own papers). Some mathematical/statistical sophistication is needed to fully understand the materia| ||From the reviews: | |"The adequate statistical simulation of random quantities is one of the challenges of this century. Therefore, sampling-based computational methods have become a fundamental part of the numerical toolset of both practitioners and research

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 model...

You can specify the type of files you want, for your device.Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability)   |  Søren Asmussen, Peter W. Glynn. I really enjoyed this book and have already told so many people about it!

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