Alta reperibilità
Stochastic Simulation: Algorithms and Analysis
- Editore:
SPRINGER NATURE
- Collana:
- Stochastic Modelling and Appli
- EAN:
9780387306797
- ISBN:
038730679X
- Pagine:
- 476
- Formato:
- Hardback
- Lingua:
- Inglese
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Descrizione 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 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.
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