Bøger af Dirk P. (University of Queensland Kroese

An Advanced Course in Probability and Stochastic Processes provides a modern and rigorous treatment of probability theory and stochastic processes at an upper undergraduate and graduate level. Fundamental stochastic processes are explored in considerable depth

A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today s numerical problems found in engineering and finance are solved through Monte Carlo methods.

Explores the major topics in Monte Carlo simulation. This title features the information that facilitates an understanding of problem solving across a wide array of subject areas, such as engineering, mathematics, and the physical and life sciences. It introduces the basic concepts of probability, Markov processes, and convex optimization.