Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability) (No. 100) - ISBN:038730679X

Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability) (No. 100)

Date: 11 April 2011, 21:22

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Product Description:
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.

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