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Download Stochastic Simulation Algorithms and Analysis by Søren Asmussen, Peter W. Glynn in PDF format completely FREE. No registration required, no payment needed. Get instant access to this valuable resource on PDFdrive.to!
About Stochastic Simulation Algorithms and Analysis
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; the second half discusses model-specific algorithms. Exercises and illustrations are included.
Detailed Information
| Author: | Søren Asmussen, Peter W. Glynn |
|---|---|
| Publication Year: | 2010 |
| Pages: | 488 |
| Language: | English |
| File Size: | 7.762 |
| Format: | |
| Price: | FREE |
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