| 书目名称 | Stochastic Simulation: Algorithms and Analysis |
| 编辑 | Søren Asmussen,Peter W. Glynn |
| 视频video | |
| 概述 | First rigorous and comprehensive advanced book on stochastic simulation.Large amount of exercises and illustrations included.Top world wide experts in area |
| 丛书名称 | Stochastic Modelling and Applied Probability |
| 图书封面 |  |
| 描述 | .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. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value.. |
| 出版日期 | Textbook 2007 |
| 关键词 | Analysis; Gaussian process; Lévy process; Markov chain; Monte Carlo method; Sage; Stochastic Differential |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-0-387-69033-9 |
| isbn_softcover | 978-1-4419-2146-8 |
| isbn_ebook | 978-0-387-69033-9Series ISSN 0172-4568 Series E-ISSN 2197-439X |
| issn_series | 0172-4568 |
| copyright | Springer-Verlag New York 2007 |
发表于 2025-3-21 18:53:07
