| Description |
1 online resource (xiv, 476 pages) : illustrations |
| Series |
Stochastic modelling and applied probability ; 57 |
|
Stochastic modelling and applied probability ; 57.
|
| Contents |
pt. A. General methods and algorithms -- pt. B. Algorithms for special models |
| Summary |
"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, and engineering, as well as, biology, chemistry, and physics will find the book of value."--Jacket |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Print version record |
| Subject |
Stochastic analysis.
|
|
Simulation methods.
|
|
Stochastic processes.
|
|
Stochastic Processes
|
|
simulation methods.
|
|
MATHEMATICS -- Probability & Statistics -- General.
|
|
Simulation methods.
|
|
Stochastic analysis.
|
|
Stochastic processes
|
|
Simulation methods
|
|
Stochastic analysis
|
| Form |
Electronic book
|
| Author |
Glynn, Peter W.
|
| ISBN |
9780387690339 |
|
0387690336 |
|
9780387306797 |
|
038730679X |
|
