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[资源] ［转贴］Stochastic Simulation: Algorithms and Analysis 无重复

Stochastic Simulation: Algorithms and Analysis (Stochastic Modelling and Applied Probability)

By Søren Asmussen, Peter W. Glynn,

Publisher: Springer
Number Of Pages: 482
Publication Date: 2007-07-27
Sales Rank: 204448
ISBN / ASIN: 038730679X
EAN: 9780387306797
Binding: Hardcover
Manufacturer: Springer
Studio: Springer

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 focusses on general methods, whereas the second half discusses model-specific algorithms.

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.

Soren Asmussen is Professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is Thomas Ford Professor of Engineering at Stanford University.
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[ Last edited by jackiemwd on 2007-9-30 at 07:30 ]

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