Stochastic simulation : algorithms and analysis.

Auteur(s)
Asmussen, S. & Glynn, P.W.
Jaar
Samenvatting

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. (Author/publisher)

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Publicatie

Bibliotheeknummer
20140435 ST [electronic version only]
Uitgave

New York, Springer, 2007, XIV + 476 p., 369 ref.; Stochastic modelling and applied probability (formerly: Applications of Mathematics) ; Vol. 57 - ISSN 0172-4568 / ISBN-13 978-0-387-30679-7 / e-ISBN-13 978-0-387-69033-9

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