This textbook, written by Soren Asmussen, thoroughly covers sampling-based computational methods. It provides a mathematical analysis of the convergence properties of these methods and is intended for both practitioners and researchers in a wide range of disciplines.
Description
Sampling-based computational methods have become essential for practitioners and researchers in many applied fields. This book discusses these methods in detail, including the associated theory and various applications. For students and professionals in, among others, probability theory, statistics, economics, finance, engineering, and the natural sciences, it offers valuable examples and exercises to support their studies and practice.
Promotional information
In December 2008, Soren Asmussen and Peter Glynn received the Outstanding Simulation Publication Award from the INFORMS Simulation Society.
Product specifications
- Author: Soren Asmussen
- Series: Stochastic Modelling and Applied Probability
- Publisher: Springer-Verlag New York Inc.
- Publication date: 2007-07-27
- Number of pages: 476
- ISBN: 9780387306797
- Topic: Stochastics
- BISAC: MATHEMATICS / Probability & Statistics / Stochastic Processes