000			03473nam a22005295i 4500
001			978-0-387-69033-9
003			DE-He213
005			20250710084009.0
007			cr nn 008mamaa
008			100301s2007 xxu| s |||| 0|eng d
020			_a9780387690339 _a99780387690339
024	7		_a10.1007/978-0-387-69033-9 _2doi
082	0	4	_a519.2 _223
100	1		_aAsmussen, Søren. _eauthor.
245	1	0	_aStochastic Simulation: Algorithms and Analysis _h[recurso electrónico] / _cby Søren Asmussen, Peter W. Glynn.
264		1	_aNew York, NY : _bSpringer New York, _c2007.
300			_aXIV, 482 p. 45 illus., 1 illus. in color. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_arecurso en línea _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aStochastic Modelling and Applied Probability, _x0172-4568 ; _v57
505	0		_aGeneral 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			_aSampling-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	_aMATHEMATICS.
650		0	_aFINANCE.
650		0	_aOPERATIONS RESEARCH.
650		0	_aDISTRIBUTION (PROBABILITY THEORY).
650		0	_aMATHEMATICAL STATISTICS.
650		0	_aINDUSTRIAL ENGINEERING.
650	1	4	_aMATHEMATICS.
650	2	4	_aPROBABILITY THEORY AND STOCHASTIC PROCESSES.
650	2	4	_aSTATISTICAL THEORY AND METHODS.
650	2	4	_aOPERATIONS RESEARCH/DECISION THEORY.
650	2	4	_aINDUSTRIAL AND PRODUCTION ENGINEERING.
650	2	4	_aOPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING.
650	2	4	_aQUANTITATIVE FINANCE.
700	1		_aGlynn, Peter W. _eauthor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9780387306797
830		0	_aStochastic Modelling and Applied Probability, _x0172-4568 ; _v57
856	4	0	_uhttp://dx.doi.org/10.1007/978-0-387-69033-9 _zVer el texto completo en las instalaciones del CICY
912			_aZDB-2-SMA
942			_2ddc _cER
999			_c58078 _d58078