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9781441921468

Stochastic Simulation: Algorithms and Analysis : Algorithms and Analysis

by ;
  • ISBN13:

    9781441921468

  • ISBN10:

    144192146X

  • Edition: Reprint
  • Format: Paperback
  • Copyright: 2010-11-19
  • Publisher: Springer Verlag
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Summary

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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