TY - BOOK ID - 213117 TI - Stochastic Simulation AU - Asmussen, Søren AU - Glynn, Peter W AU - SpringerLink (Online service) PY - 2007 VL - 57 SN - 9780387306797 9780387690339 038730679X 0387690336 1280951869 9786610951864 144192146X PB - New York Springer Science+Business Media, LLC DB - UniCat KW - Simulation methods KW - Stochastic analysis KW - 519.2 KW - 519.245 KW - 681.3*G3 KW - Simulation techniques KW - System simulation KW - Operations research KW - Systems engineering KW - Models and modelmaking KW - Analysis, Stochastic KW - Mathematical analysis KW - Stochastic processes KW - 681.3*G3 Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) KW - Probability and statistics: probabilistic algorithms (including Monte Carlo);random number generation; statistical computing; statistical software (Mathematics of computing) KW - 519.245 Stochastic approximation. Monte Carlo methods KW - Stochastic approximation. Monte Carlo methods KW - Analyse stochastique KW - Méthodes de simulation KW - EPUB-LIV-FT LIVMATHE SPRINGER-B KW - Stochastic analysis. KW - Simulation methods. KW - Distribution (Probability theory. KW - Mathematical statistics. KW - Operations research. KW - Industrial engineering. KW - Finance. KW - Probability Theory and Stochastic Processes. KW - Statistical Theory and Methods. KW - Operations Research/Decision Theory. KW - Industrial and Production Engineering. KW - Operations Research, Management Science. KW - Quantitative Finance. KW - Funding KW - Funds KW - Economics KW - Currency question KW - Management engineering KW - Simplification in industry KW - Engineering KW - Value analysis (Cost control) KW - Operational analysis KW - Operational research KW - Industrial engineering KW - Management science KW - Research KW - System theory KW - Mathematics KW - Statistical inference KW - Statistics, Mathematical KW - Statistics KW - Probabilities KW - Sampling (Statistics) KW - Distribution functions KW - Frequency distribution KW - Characteristic functions KW - Statistical methods KW - Probabilities. KW - Statistics . KW - Decision making. KW - Production engineering. KW - Management science. KW - Economics, Mathematical . KW - Mathematical economics KW - Econometrics KW - Quantitative business analysis KW - Management KW - Problem solving KW - Statistical decision KW - Manufacturing engineering KW - Process engineering KW - Mechanical engineering KW - Deciding KW - Decision (Psychology) KW - Decision analysis KW - Decision processes KW - Making decisions KW - Management decisions KW - Choice (Psychology) KW - Statistical analysis KW - Statistical data KW - Statistical science KW - Probability KW - Combinations KW - Chance KW - Least squares KW - Mathematical statistics KW - Risk KW - Methodology KW - Decision making UR - https://www.unicat.be/uniCat?func=search&query=sysid:213117 AB - 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. Søren Asmussen is a professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is the Thomas Ford professor of Engineering at Stanford University. ER -