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| Identificatore numerico | 1985 |
| Identificatore completo | Asmussen99 |
| Autore/i | Asmussen, S. |
| Anno | 1999 |
| Titolo | Stochastic Simulation with a view towards stochastic processes |
| Tipo di Pubblicazione | paper |
| Altre Informazioni | Department of Mathematical Sciences, University of Aarhus, MaPhySto, Aarhus, MPS-LN 1999-2, March Web Download. |
| Keywords | Simulazioni Monte Carlo - Lezioni |
| Abstract | The present notes are based upon a Concentrated Advanced Course given at MaPhySto, Aarhus, in February 1999. An earlier and incomplete version was written up in connection with a PhD course given at the Department of Mathematical Statistics, University of Lund, in the spring of 1996. The aim has been to present some main aspects of simulation methodology at a reasonably advanced mathematical level. Some topics like random variate generation, Markov chains, Monte Carlo methods and stochastic optimization are left out or treated briefly, since they form areas in themselves and extensive treatments are available elsewhere. However, in a later version of the notes I expect to complement the treatment in these areas; sections or chapters marked with a * indicate that more will be filled in later |
| Importanza | media |
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