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02234cam a22006257a 4500 |
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20230830201429.0 |
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110331s2007 nyu||||f |||| 00| 0|eng|d |
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|a 9780387306797
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| 040 |
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|a AR-BaUEN
|b spa
|c AR-BaUEN
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| 044 |
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|a xxu
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| 080 |
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|a 519.8
|b A836
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| 100 |
1 |
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|a Asmussen, Soren
|4 aut
|e autor
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| 245 |
1 |
0 |
|a Stochastic simulation :
|b algorithms and analysis /
|c Soren, Asmussen, Peter W. Glynn
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| 260 |
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|a New York :
|b Springer,
|c c2007
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| 300 |
|
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|a xiv, 476 p.
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| 490 |
0 |
|
|a Stochastic modelling and applied probability ;
|v 57
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| 505 |
0 |
0 |
|g I
|t What this book is about
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| 505 |
0 |
0 |
|g Part A:
|t General methods and algorithms
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| 505 |
0 |
0 |
|g II
|t Generating random objects
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| 505 |
0 |
0 |
|g III
|t Output analysis
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| 505 |
0 |
0 |
|g IV
|t Steady-State simulation
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| 505 |
0 |
0 |
|g V
|t Variance-reduction methods
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| 505 |
0 |
0 |
|g VI
|t Rare-Event simulation
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| 505 |
0 |
0 |
|g VII
|t Derivative estimation
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| 505 |
0 |
0 |
|g VIII
|t Stochasatic optimization
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| 505 |
0 |
0 |
|g Part B
|t Algoriythms for special models
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| 505 |
0 |
0 |
|g IX
|t Numerical Integration
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| 505 |
0 |
0 |
|g X
|t Stochastic differential equations
|
| 505 |
0 |
0 |
|g XI
|t Gaussian processes
|
| 505 |
0 |
0 |
|g XII
|t Lévy processes
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| 505 |
0 |
0 |
|g XIII
|t Markov chain Monte Carlo methods
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| 505 |
0 |
0 |
|g XIV
|t Selected topics and extended examples
|
| 505 |
0 |
0 |
|g Appendix A1
|t Standard distributions
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| 505 |
0 |
0 |
|g Appendix 2
|t Some central limit theory
|
| 505 |
0 |
0 |
|g Appendix 3
|t FFT
|
| 505 |
0 |
0 |
|g Appendix 4
|t The EM Algorithm
|
| 505 |
0 |
0 |
|g Appendix 5
|t Filtering
|
| 505 |
0 |
0 |
|g Appendix 6
|t Itô's formula
|
| 505 |
0 |
0 |
|g Appendix 7
|t Inequalities
|
| 505 |
0 |
0 |
|g Appendix 8
|t Integral formulas
|
| 541 |
|
|
|c CO
|a Journal
|e O.P.:69704, Exp.: 498605/10, E1
|h {ARS}259,80
|
| 562 |
|
|
|e 1 ej.
|
| 650 |
1 |
7 |
|2 spines
|a METODOS DE SIMULACION
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| 650 |
1 |
7 |
|2 spines
|a PROCESOS ESTOCASTICOS
|
| 691 |
|
7 |
|2 fcen-at
|a computacion
|
| 700 |
1 |
|
|a Glynn, Peter W.
|4 aut
|e autor
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| 901 |
|
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|a BIBLO
|b 00044286
|o NOEMI
|n 6
|q Noemí Bassa Palau
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| 931 |
|
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|a DC
|b MODELOS Y SISTEMAS
|
| 942 |
|
|
|2 udc
|n 0
|
| 962 |
|
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|a info:eu-repo/semantics/book
|a info:ar-repo/semantics/libro
|b info:eu-repo/semantics/publishedVersion
|
| 976 |
|
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|a AEX
|
| 997 |
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|a MONOGRAF
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| 999 |
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|c 34773
|d 34773
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