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Søren Asmussen & Peter W. Glynn 
Stochastic Simulation: Algorithms and Analysis 

Apoio
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.
€53.45
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Tabela de Conteúdo

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.
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Língua Inglês ● Formato PDF ● Páginas 476 ● ISBN 9780387690339 ● Editora Springer New York ● Cidade NY ● País US ● Publicado 2007 ● Carregável 24 meses ● Moeda EUR ● ID 2145468 ● Proteção contra cópia Adobe DRM
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