Stochastic Simulation: Algorithms and Analysis (Record no. 58078)

MARC details
000 -LEADER
fixed length control field 03473nam a22005295i 4500
001 - CONTROL NUMBER
control field 978-0-387-69033-9
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20250710084009.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 100301s2007 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780387690339
-- 99780387690339
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-0-387-69033-9
Source of number or code doi
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
Edition information 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Asmussen, Søren.
Relator term author.
245 10 - TITLE STATEMENT
Title Stochastic Simulation: Algorithms and Analysis
Medium [recurso electrónico] /
Statement of responsibility, etc. by Søren Asmussen, Peter W. Glynn.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture New York, NY :
Name of producer, publisher, distributor, manufacturer Springer New York,
Date of production, publication, distribution, manufacture, or copyright notice 2007.
300 ## - PHYSICAL DESCRIPTION
Extent XIV, 482 p. 45 illus., 1 illus. in color.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term recurso en línea
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Stochastic Modelling and Applied Probability,
International Standard Serial Number 0172-4568 ;
Volume/sequential designation 57
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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 -- Lèvy Processes -- Markov Chain Monte Carlo Methods -- Selected Topics and Extended Examples -- What This Book Is About -- What This Book Is About.
520 ## - SUMMARY, ETC.
Summary, etc. 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.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MATHEMATICS.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element FINANCE.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element OPERATIONS RESEARCH.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element DISTRIBUTION (PROBABILITY THEORY).
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MATHEMATICAL STATISTICS.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element INDUSTRIAL ENGINEERING.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MATHEMATICS.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element PROBABILITY THEORY AND STOCHASTIC PROCESSES.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element STATISTICAL THEORY AND METHODS.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element OPERATIONS RESEARCH/DECISION THEORY.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element INDUSTRIAL AND PRODUCTION ENGINEERING.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element QUANTITATIVE FINANCE.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Glynn, Peter W.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9780387306797
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Stochastic Modelling and Applied Probability,
International Standard Serial Number 0172-4568 ;
Volume/sequential designation 57
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1007/978-0-387-69033-9">http://dx.doi.org/10.1007/978-0-387-69033-9</a>
Public note Ver el texto completo en las instalaciones del CICY
912 ## -
-- ZDB-2-SMA
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Libros electrónicos
Holdings
Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Shelving location Date acquired Total checkouts Full call number Date last seen Price effective from Koha item type
  Dewey Decimal Classification     Libro electrónico CICY CICY Libro electrónico 10.07.2025   519.2 10.07.2025 10.07.2025 Libros electrónicos