Stochastic Simulation: Algorithms and Analysis

Stochastic Simulation: Algorithms and Analysis
Author : Søren Asmussen
Publisher : Springer Science & Business Media
Total Pages : 476
Release : 2007-07-14
ISBN 10 : 9780387690339
ISBN 13 : 0387690336
Language : EN, FR, DE, ES & NL

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; the second half discusses model-specific algorithms. Exercises and illustrations are included.

Stochastic Simulation: Algorithms and Analysis
Language: en
Pages: 476
Authors: Søren Asmussen
Categories: Mathematics
Type: BOOK - Published: 2007-07-14 - Publisher: Springer Science & Business Media

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Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of diffe
Analytical and Stochastic Modeling Techniques and Applications
Language: en
Pages: 419
Authors: Khalid Al-Begain
Categories: Computers
Type: BOOK - Published: 2010-06 - Publisher: Springer Science & Business Media

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This book constitutes the refereed proceedings of the 17th International Conference on Analytical and Stochastic Modeling Techniques and Applications, ASMTA 201
Stochastic Simulation Optimization for Discrete Event Systems
Language: en
Pages: 274
Authors: Chun-Hung Chen
Categories: Technology & Engineering
Type: BOOK - Published: 2013-07-03 - Publisher: World Scientific

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Discrete event systems (DES) have become pervasive in our daily lives. Examples include (but are not restricted to) manufacturing and supply chains, transportat
Stochastic Simulation
Language: en
Pages: 237
Authors: Brian D. Ripley
Categories: Mathematics
Type: BOOK - Published: 2009-09-25 - Publisher: John Wiley & Sons

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WILEY-INTERSCIENCE PAPERBACK SERIES The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an ef
Simulation Algorithms for Computational Systems Biology
Language: en
Pages: 238
Authors: Luca Marchetti
Categories: Computers
Type: BOOK - Published: 2017-09-27 - Publisher: Springer

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This book explains the state-of-the-art algorithms used to simulate biological dynamics. Each technique is theoretically introduced and applied to a set of mode
Analytical and Stochastic Modelling Techniques and Applications
Language: en
Pages: 217
Authors: Marco Gribaudo
Categories: Computers
Type: BOOK - Published: 2015-05-22 - Publisher: Springer

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This book constitutes the refereed proceedings of the 22nd International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 20
Foundations and Methods of Stochastic Simulation
Language: en
Pages: 276
Authors: Barry Nelson
Categories: Business & Economics
Type: BOOK - Published: 2013-01-31 - Publisher: Springer

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This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation
Analytical and Stochastic Modelling Techniques and Applications
Language: en
Pages: 273
Authors: Bruno Sericola
Categories: Computers
Type: BOOK - Published: 2014-05-28 - Publisher: Springer

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This book constitutes the refereed proceedings of the 21st International Conference on Analytical and Stochastic Modelling Techniques and Applications, ASMTA 20
Modeling and Analysis of Bio-molecular Networks
Language: en
Pages: 464
Authors: Jinhu Lü
Categories: Science
Type: BOOK - Published: 2020-12-06 - Publisher: Springer Nature

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This book addresses a number of questions from the perspective of complex systems: How can we quantitatively understand the life phenomena? How can we model lif
Markov Chain Monte Carlo
Language: en
Pages: 352
Authors: Dani Gamerman
Categories: Mathematics
Type: BOOK - Published: 2006-05-10 - Publisher: CRC Press

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While there have been few theoretical contributions on the Markov Chain Monte Carlo (MCMC) methods in the past decade, current understanding and application of