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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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 | December 2010 |
Availability | Expected to ship within 10 - 15 working days |
First published | 2007 |
Authors | Soren Asmussen, Peter W. Glynn |
Dimensions | 235 x 155 x 31mm (L x W x T) |
Format | Paperback |
Pages | 476 |
Edition | Softcover reprint of hardcover 1st ed. 2007 |
ISBN-13 | 978-1-4419-2146-8 |
Barcode | 9781441921468 |
Categories | |
LSN | 1-4419-2146-X |