Stochastic Simulation

Stochastic Simulation pdf epub mobi txt 电子书 下载 2025

出版者:Springer
作者:Søren Asmussen
出品人:
页数:496
译者:
出版时间:2007-07-27
价格:USD 64.95
装帧:Hardcover
isbn号码:9780387306797
丛书系列:
图书标签:
  • Stochastic
  • Springer
  • Simulation
  • Analysis
  • Algorithms
  • textbook統計
  • and
  • @網
  • 随机模拟
  • 蒙特卡洛方法
  • 概率论
  • 统计推断
  • 数值方法
  • 计算机模拟
  • 排队论
  • 风险分析
  • 优化
  • 随机过程
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具体描述

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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