Stochastic Simulation: Algorithms and Analysis

Name: Stochastic Simulation: Algorithms and Analysis
SKU: 2049127
Price: 191.99 AUD
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Hardback

Series:

Stochastic Modelling and Applied Probability

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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. 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.

Release date Australia

July 27th, 2007

Author

Audiences

Postgraduate, Research & Scholarly
Undergraduate

Illustrations

XIV, 476 p.

Pages

476

Series

Stochastic Modelling and Applied Probability

Dimensions

156x234x26

ISBN-13

9780387306797

Product ID

2049127

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