You are here

Stochastic Simulation: Algorithms and Analysis

Publisher: 
Springer
Number of Pages: 
482
Price: 
59.95
ISBN: 
978-0-387-30679-7
Date Received: 
Monday, August 20, 2007
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Søren Asmussen, and Peter W. Glynn
Series: 
Stochastic Modelling and Applied Probability 57
Publication Date: 
2007
Format: 
Hardcover
Category: 
Monograph

 What this Book is about.- Part A: General Methods and Algorithms.- Generating Random Objects.- Output Analysis.- Steady-State Simulation.- Variance Reduction Methods.- Rare Event Simulation.- Gradient Estimation.- Stochastic Optimization.- Part B: Algorithms for Special Models.- Numerical Integration.- Stochastic Differential Equations.- Gaussian Processes.- Lévy Processes.- Markov Chain Monte Carlo Methods.- Selected Topics and Extended Examples.- Appendix.- Bibliography.- Index.

Publish Book: 
Modify Date: 
Monday, August 20, 2007

Dummy View - NOT TO BE DELETED