Stochastic Simulation: Algorithms and Analysis
Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability) by Soren Asmussen
English | 27 July 2007 | ISBN: 038730679X | 488 Pages | PDF | 7 MB
English | 27 July 2007 | ISBN: 038730679X | 488 Pages | PDF | 7 MB
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.