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Stochastic Simulation: Algorithms and Analysis

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Stochastic Simulation: Algorithms and Analysis

Author

Søren Asmussen; Peter W. Glynn

Series

Stochastic Modelling and Applied Probability

Volume

57

Year of Publication

2007

Publisher

Springer New York

Pages

XIV, 476

Language

en

ISBN

9780387306797, 9780387690339, 038730679X

ARI Id

1664089270529

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Topics
Simulation methods Stochastic analysis Stochastic processes Digital computer simulation