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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York : Imprint: Springer,
2007.
|
| Edición: | 1st ed. 2007. |
| Colección: | Stochastic Modelling and Applied Probability,
57 |
| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
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|---|---|---|---|
| 001 | 978-0-387-69033-9 | ||
| 003 | DE-He213 | ||
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| 008 | 100301s2007 xxu| s |||| 0|eng d | ||
| 020 | |a 9780387690339 |9 978-0-387-69033-9 | ||
| 024 | 7 | |a 10.1007/978-0-387-69033-9 |2 doi | |
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| 100 | 1 | |a Asmussen, Søren. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Stochastic Simulation: Algorithms and Analysis |h [electronic resource] / |c by Søren Asmussen, Peter W. Glynn. |
| 250 | |a 1st ed. 2007. | ||
| 264 | 1 | |a New York, NY : |b Springer New York : |b Imprint: Springer, |c 2007. | |
| 300 | |a XIV, 476 p. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a Stochastic Modelling and Applied Probability, |x 2197-439X ; |v 57 | |
| 505 | 0 | |a General Methods and Algorithms -- Generating Random Objects -- Output Analysis -- Steady-State Simulation -- Variance-Reduction Methods -- Rare-Event Simulation -- Derivative Estimation -- Stochastic Optimization -- Algorithms for Special Models -- Numerical Integration -- Stochastic Di3erential Equations -- Gaussian Processes -- Lèvy Processes -- Markov Chain Monte Carlo Methods -- Selected Topics and Extended Examples -- What This Book Is About -- What This Book Is About. | |
| 520 | |a 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, engineering as well as biology and chemistry and physics will find the book of value. Søren Asmussen is a professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is the Thomas Ford professor of Engineering at Stanford University. | ||
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Statistics . | |
| 650 | 0 | |a Operations research. | |
| 650 | 0 | |a Industrial engineering. | |
| 650 | 0 | |a Production engineering. | |
| 650 | 0 | |a Management science. | |
| 650 | 0 | |a Social sciences-Mathematics. | |
| 650 | 1 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Statistical Theory and Methods. |
| 650 | 2 | 4 | |a Operations Research and Decision Theory. |
| 650 | 2 | 4 | |a Industrial and Production Engineering. |
| 650 | 2 | 4 | |a Operations Research, Management Science . |
| 650 | 2 | 4 | |a Mathematics in Business, Economics and Finance. |
| 700 | 1 | |a Glynn, Peter W. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 710 | 2 | |a SpringerLink (Online service) | |
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| 776 | 0 | 8 | |i Printed edition: |z 9780387511177 |
| 776 | 0 | 8 | |i Printed edition: |z 9781441921468 |
| 776 | 0 | 8 | |i Printed edition: |z 9780387306797 |
| 830 | 0 | |a Stochastic Modelling and Applied Probability, |x 2197-439X ; |v 57 | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-0-387-69033-9 |z Texto Completo |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-SXMS | ||
| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||