Stochastic simulation : algorithms and analysis / Soren Asmussen and Peter W Glynn

By:

Asmussen, Soren

Contributor(s):

Glynn, Peter W

Material type: Text

TextSeries: Stochastic modelling and applied probabilityPublication details: New York : Springer, 2007Description: xiv, 476p, 23cmISBN:

9780387306797

Subject(s):

DDC classification:

519.23 ASM

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Calcutta	519.23 ASM (Browse shelf(Opens below))	Available		IIMC-124004

Total holds: 0

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.

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