Stochastic Simulation: Algorithms and Analysis

1. What This Book Is About
Søren Asmussen, Peter W. Glynn

2. Generating Random Objects
Søren Asmussen, Peter W. Glynn

3. Output Analysis
Søren Asmussen, Peter W. Glynn

4. Steady-State Simulation
Søren Asmussen, Peter W. Glynn

5. Variance-Reduction Methods
Søren Asmussen, Peter W. Glynn

6. Rare-Event Simulation
Søren Asmussen, Peter W. Glynn

7. Derivative Estimation
Søren Asmussen, Peter W. Glynn

8. Stochastic Optimization
Søren Asmussen, Peter W. Glynn

9. Numerical Integration
Søren Asmussen, Peter W. Glynn

10. Stochastic Di3erential Equations
Søren Asmussen, Peter W. Glynn

11. Gaussian Processes
Søren Asmussen, Peter W. Glynn

12. Lèvy Processes
Søren Asmussen, Peter W. Glynn

13. Markov Chain Monte Carlo Methods
Søren Asmussen, Peter W. Glynn

14. Selected Topics and Extended Examples
Søren Asmussen, Peter W. Glynn

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Keywords: MATHEMATICS / General MAT000000