Stochastic simulation
MATH-414
References
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- D. P. Kroese, T. Taimre, & Botev, Z. I. Handbook of Monte Carlo Methods. John Wiley and Sons. 2011
- S. Asmussen & P. W. Glynn. Stochastic Simulation: Algorithms and Analysis. Springer. 2007
- C. P. Robert & G. Casella. Monte Carlo statistical methods. Springer. 2004
S. Brooks, A. Gelman, G.L. Jones & X-Li Meng. Handbook of Markov Chain Monte Carlo. Chapman & Hall/CRC. 2011