skip to content
Stochastic simulation : algorithms and analysis Preview this item
ClosePreview this item
Checking...

Stochastic simulation : algorithms and analysis

Author: Søren Asmussen; Peter W Glynn
Publisher: New York : Springer, ©2007.
Series: Stochastic modelling and applied probability, 57.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:
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  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Søren Asmussen; Peter W Glynn
ISBN: 9780387306797 038730679X 9780387690339 0387690336
OCLC Number: 123113652
Description: xiv, 476 pages : illustrations ; 24 cm
Contents: 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 --
Levy Processes --
Markov Chain Monte Carlo Methods --
Selected Topics and Extended Examples --
Appendix --
Bibliography --
Index.
Series Title: Stochastic modelling and applied probability, 57.
Responsibility: Søren Asmussen, Peter W. Glynn.
More information:

Abstract:

This book provides a broad treatment of sampling-based computational methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. General methods and  Read more...

Reviews

Editorial reviews

Publisher Synopsis

From the reviews:"The adequate statistical simulation of random quantities is one of the challenges of this century. Therefore, sampling-based computational methods have become a fundamental part of Read more...

 
User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/123113652> # Stochastic simulation : algorithms and analysis
    a schema:Book, schema:CreativeWork ;
    library:oclcnum "123113652" ;
    library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/148875198#Topic/stokastiska_processer> ; # Stokastiska processer
    schema:about <http://experiment.worldcat.org/entity/work/data/148875198#Topic/simulation> ; # Simulation
    schema:about <http://experiment.worldcat.org/entity/work/data/148875198#Topic/stochastischer_prozess> ; # Stochastischer Prozess
    schema:about <http://experiment.worldcat.org/entity/work/data/148875198#Topic/computersimulation> ; # Computersimulation
    schema:about <http://experiment.worldcat.org/entity/work/data/148875198#Topic/simulation_methodes_de> ; # Simulation, Méthodes de
    schema:about <http://experiment.worldcat.org/entity/work/data/148875198#Topic/numerisk_analys> ; # Numerisk analys
    schema:about <http://id.worldcat.org/fast/1133499> ; # Stochastic analysis
    schema:about <http://dewey.info/class/519.23/e22/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/148875198#Topic/stochastisches_modell> ; # Stochastisches Modell
    schema:about <http://experiment.worldcat.org/entity/work/data/148875198#Topic/analyse_stochastique> ; # Analyse stochastique
    schema:about <http://id.worldcat.org/fast/1119166> ; # Simulation methods
    schema:bookFormat bgn:PrintBook ;
    schema:contributor <http://viaf.org/viaf/53679149> ; # Peter W. Glynn
    schema:copyrightYear "2007" ;
    schema:creator <http://viaf.org/viaf/94701625> ; # Søren Asmussen
    schema:datePublished "2007" ;
    schema:description "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 -- Levy Processes -- Markov Chain Monte Carlo Methods -- Selected Topics and Extended Examples -- Appendix -- Bibliography -- Index."@en ;
    schema:description "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, whereas the second half discusses model-specific algorithms. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/148875198> ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/148875198#Series/stochastic_modelling_and_applied_probability> ; # Stochastic modelling and applied probability ;
    schema:name "Stochastic simulation : algorithms and analysis"@en ;
    schema:productID "123113652" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/123113652#PublicationEvent/new_york_springer_2007> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/148875198#Agent/springer> ; # Springer
    schema:url <https://doi.org/10.1007/978-0-387-69033-9> ;
    schema:url <http://www.dawsonera.com/depp/reader/protected/external/AbstractView/S9780387690339> ;
    schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&doc_number=014767614&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA> ;
    schema:url <http://bvbr.bib-bvb.de:8991/F?func=serviceetdoc_library=BVB01etdoc_number=014767614etline_number=0001etfunc_code=DB_RECORDSetservice_type=MEDIA> ;
    schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014767614&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA> ;
    schema:url <http://catdir.loc.gov/catdir/toc/fy0801/2007926471.html> ;
    schema:url <http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014767614&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA> ;
    schema:workExample <http://worldcat.org/isbn/9780387690339> ;
    schema:workExample <http://worldcat.org/isbn/9780387306797> ;
    umbel:isLike <http://bnb.data.bl.uk/id/resource/GBA725958> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/123113652> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
    schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/148875198#Series/stochastic_modelling_and_applied_probability> # Stochastic modelling and applied probability ;
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/123113652> ; # Stochastic simulation : algorithms and analysis
    schema:name "Stochastic modelling and applied probability ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/148875198#Topic/analyse_stochastique> # Analyse stochastique
    a schema:Intangible ;
    schema:name "Analyse stochastique"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/148875198#Topic/computersimulation> # Computersimulation
    a schema:Intangible ;
    schema:name "Computersimulation"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/148875198#Topic/simulation_methodes_de> # Simulation, Méthodes de
    a schema:Intangible ;
    schema:name "Simulation, Méthodes de"@fr ;
    .

<http://experiment.worldcat.org/entity/work/data/148875198#Topic/stochastischer_prozess> # Stochastischer Prozess
    a schema:Intangible ;
    schema:name "Stochastischer Prozess"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/148875198#Topic/stochastisches_modell> # Stochastisches Modell
    a schema:Intangible ;
    schema:name "Stochastisches Modell"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/148875198#Topic/stokastiska_processer> # Stokastiska processer
    a schema:Intangible ;
    schema:name "Stokastiska processer"@en ;
    .

<http://id.worldcat.org/fast/1119166> # Simulation methods
    a schema:Intangible ;
    schema:name "Simulation methods"@en ;
    .

<http://id.worldcat.org/fast/1133499> # Stochastic analysis
    a schema:Intangible ;
    schema:name "Stochastic analysis"@en ;
    .

<http://viaf.org/viaf/53679149> # Peter W. Glynn
    a schema:Person ;
    schema:familyName "Glynn" ;
    schema:givenName "Peter W." ;
    schema:name "Peter W. Glynn" ;
    .

<http://viaf.org/viaf/94701625> # Søren Asmussen
    a schema:Person ;
    schema:familyName "Asmussen" ;
    schema:givenName "Søren" ;
    schema:name "Søren Asmussen" ;
    .

<http://worldcat.org/isbn/9780387306797>
    a schema:ProductModel ;
    schema:isbn "038730679X" ;
    schema:isbn "9780387306797" ;
    .

<http://worldcat.org/isbn/9780387690339>
    a schema:ProductModel ;
    schema:isbn "0387690336" ;
    schema:isbn "9780387690339" ;
    .

<http://www.dawsonera.com/depp/reader/protected/external/AbstractView/S9780387690339>
    rdfs:comment "View this book online, via DawsonERA, both on- and off-campus" ;
    .

<https://doi.org/10.1007/978-0-387-69033-9>
    rdfs:comment "Full text available from Springer" ;
    rdfs:comment "Rutgers restricted" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.