Stochastic Simulation: Algorithms and Analysis: 57 (Stochastic Modelling and Applied Probability)

Stochastic Simulation: Algorithms and Analysis: 57 (Stochastic Modelling and Applied Probability)

by PeterW.Glynn (Author), SørenAsmussen (Author)

Synopsis

This book provides a broad treatment of sampling-based computational methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. General methods and model-specific algorithms are discussed.

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More Information

Format: Hardcover
Pages: 482
Publisher: Springer
Published: 23 Aug 2007

ISBN 10: 038730679X
ISBN 13: 9780387306797