Stochastic Simulation: Algorithms and Analysis

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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...

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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...

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  • Formats: pdf
  • ISBN: 9780387690339
  • Publication Date: 14 Jul 2007
  • Publisher: Springer New York
  • Product language: English
  • Drm Setting: DRM