Stochastic Simulation pdf epub mobi txt 電子書 下載2025
- Stochastic
- Springer
- Simulation
- Analysis
- Algorithms
- textbook統計
- and
- @網
- 隨機模擬
- 濛特卡洛方法
- 概率論
- 統計推斷
- 數值方法
- 計算機模擬
- 排隊論
- 風險分析
- 優化
- 隨機過程
具體描述
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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