Stochastic simulation: algorithms and analysis
Material type:
- 9780387306797
- 519.23
Item type | Current library | Item location | Shelving location | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|---|
Books | Vikram Sarabhai Library | Rack 28-B / Slot 1402 (0 Floor, East Wing) | General Stacks | 519.23 A8S8 (Browse shelf(Opens below)) | Available | 163648 |
Sampling-based computational methods have become a fundamental part of the numerical tool set 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 focusses on general methods, whereas the second half discusses model-specific algorithms.
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