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.
Or split into 4x interest-free payments of 25% on orders over R50
Learn more
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.
Imprint | Springer-Verlag New York |
Country of origin | United States |
Series | Stochastic Modelling and Applied Probability, 57 |
Release date | July 2007 |
Availability | Expected to ship within 12 - 17 working days |
First published | 2007 |
Authors | Soren Asmussen, Peter W. Glynn |
Dimensions | 235 x 155 x 32mm (L x W x T) |
Format | Hardcover |
Pages | 476 |
Edition | 2007 ed. |
ISBN-13 | 978-0-387-30679-7 |
Barcode | 9780387306797 |
Categories | |
LSN | 0-387-30679-X |