Stochastic Simulation: Algorithms and Analysis
By: Asmussen, S�ren [author.1].
Contributor(s): [author.2 ] | .
Material type:
BookSeries: Stochastic Modelling and Applied Probability, 570.New York, NY : Springer New York, 2007. Description: XIV, 476 p. online resource.Content type: text Media type: computer Carrier type: online resourceISBN: 9780387690339.Subject(s): | | | | | | | | | | | | | | | DDC classification: 519.2 Online resources: Click here to access online
Contents:
In:
Summary:
General Methods and Algorithms -- Generating Random Objects -- Output Analysis -- Steady-State Simulation -- Variance-Reduction Methods -- Rare-Event Simulation -- Derivative Estimation -- Stochastic Optimization -- Algorithms for Special Models -- Numerical Integration -- Stochastic Di3erential Equations -- Gaussian Processes -- L�vy Processes -- Markov Chain Monte Carlo Methods -- Selected Topics and Extended Examples -- What This Book Is About -- What This Book Is About.
| Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
| PK Kelkar Library, IIT Kanpur | Available | EBKS0009198 |
Total holds: 0
General Methods and Algorithms -- Generating Random Objects -- Output Analysis -- Steady-State Simulation -- Variance-Reduction Methods -- Rare-Event Simulation -- Derivative Estimation -- Stochastic Optimization -- Algorithms for Special Models -- Numerical Integration -- Stochastic Di3erential Equations -- Gaussian Processes -- L�vy Processes -- Markov Chain Monte Carlo Methods -- Selected Topics and Extended Examples -- What This Book Is About -- What This Book Is About.
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