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Stochastic Simulation and Monte Carlo Methods - a book by Graham, Carl

Stochastic Simulation and Monte Carlo Methods

Mathematical Foundations of Stochastic Simulation

Stochastic Simulation and Monte Carlo Methods( )
Author: Graham, Carl
Talay, Denis
Series title:Stochastic Modelling and Applied Probability Ser.
ISBN:978-3-642-39362-4
Publication Date:Jul 2013
Publisher:Springer
Book Format:Hardback
List Price:USD $69.99
Book Description:

In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practitioners' aim to simulate more and more complex systems, and thus use random parameters as well as random noises to model the parametric uncertainties and the lack of knowledge on the physics of these systems. The error analysis of these computations is a highly complex mathematical undertaking. Approaching these issues, the...
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Book Details
Pages:260
Detailed Subjects: Mathematics / Probability & Statistics / Stochastic Processes
Physical Dimensions (W X L X H):6.045 x 9.165 Inches
Book Weight:1.272 Pounds

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