Peter W. Glynn's Books

Stochastic Simulation: Algorithms and Analysis

By: Søren Asmussen,Peter W. Glynn

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Stochastic Simulation: Algorithms and Analysis

By: Søren Asmussen,Peter W. Glynn

Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods, as well as accompanying mathematical analysis of the convergence properties of the methods discussed. The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first half of the book focuses on general methods; the second half discusses model-specific algorithms. Exercises and illustrations are included.

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Page Count

490

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0387690336

ISBN 13

9780387690339

Corals and Coral Reefs of the Galápagos Islands

By: Peter W. Glynn,Gerard M. Wellington

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Corals and Coral Reefs of the Galápagos Islands

By: Peter W. Glynn,Gerard M. Wellington

00 This scientifically thorough,lucidly written work explores the nature, development, and extent of the archipelago's reef-building corals. Also included is an annotated list of the Scleractianian Corals by John W. Wells This scientifically thorough,lucidly written work explores the nature, development, and extent of the archipelago's reef-building corals. Also included is an annotated list of the Scleractianian Corals by John W. Wells

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Page Count

354

Publisher

Univ of California Press

Published Date

ISBN 10

0520047133

ISBN 13

9780520047136

Lévy Matters V

Functionals of Lévy Processes

By: Lars Nørvang Andersen,Søren Asmussen,Frank Aurzada,Peter W. Glynn,Makoto Maejima,Mats Pihlsgård,Thomas Simon

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Lévy Matters V

Functionals of Lévy Processes

By: Lars Nørvang Andersen,Søren Asmussen,Frank Aurzada,Peter W. Glynn,Makoto Maejima,Mats Pihlsgård,Thomas Simon

This three-chapter volume concerns the distributions of certain functionals of Lévy processes. The first chapter, by Makoto Maejima, surveys representations of the main sub-classes of infinitesimal distributions in terms of mappings of certain Lévy processes via stochastic integration. The second chapter, by Lars Nørvang Andersen, Søren Asmussen, Peter W. Glynn and Mats Pihlsgård, concerns Lévy processes reflected at two barriers, where reflection is formulated à la Skorokhod. These processes can be used to model systems with a finite capacity, which is crucial in many real life situations, a most important quantity being the overflow or the loss occurring at the upper barrier. If a process is killed when crossing the boundary, a natural question concerns its lifetime. Deep formulas from fluctuation theory are the key to many classical results, which are reviewed in the third chapter by Frank Aurzada and Thomas Simon. The main part, however, discusses recent advances and developments in the setting where the process is given either by the partial sum of a random walk or the integral of a Lévy process.

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Page Count

242

Publisher

Springer

Published Date

ISBN 10

3319231383

ISBN 13

9783319231389

The French Language in the Seventeenth Century

Contemporary Opinion in France

By: Peter Rickard

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The French Language in the Seventeenth Century

Contemporary Opinion in France

By: Peter Rickard

The sixty French texts edited here are all direct commentaries, by contemporary authors, on the French language in the 17th century. By this time, French had begun to assert its independence; in its written and printed form it was being used for a wide variety of literary, technical and administrative purposes. Its practitioners not only successfully challenged the hitherto dominant position of Latin, but also began, for the first time, to discuss and analyse for its own sake the language which was now their preferred medium for expression -- hence, in the first half of the seventeenth century, a growing number of publications on the nature and characteristics of French. The texts demonstrate the sustained critical preoccupationwith the welfare of the French language in the 17th century, and illustrate the various ways in which the writers of the age contributed to its development as an instrument of literary expression and social intercourse.

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Page Count

574

Publisher

Boydell & Brewer

Published Date

ISBN 10

0859913538

ISBN 13

9780859913539

Stochastic Petri Nets

Modelling, Stability, Simulation

By: Peter J. Haas

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Stochastic Petri Nets

Modelling, Stability, Simulation

By: Peter J. Haas

Written by a leading researcher this book presents an introduction to Stochastic Petri Nets covering the modeling power of the proposed SPN model, the stability conditions and the simulation methods. Its unique and well-written approach provides a timely and important addition to the literature. Appeals to a wide range of researchers in engineering, computer science, mathematics and OR.

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Page Count

523

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0387215522

ISBN 13

9780387215525

Lévy Matters V

Functionals of Lévy Processes

By: Lars Nørvang Andersen,Søren Asmussen,Frank Aurzada,Peter W. Glynn,Makoto Maejima,Mats Pihlsgård,Thomas Simon

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Lévy Matters V

Functionals of Lévy Processes

By: Lars Nørvang Andersen,Søren Asmussen,Frank Aurzada,Peter W. Glynn,Makoto Maejima,Mats Pihlsgård,Thomas Simon

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Solve jigsaw puzzle

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Page Count

242

Publisher

Springer

Published Date

ISBN 10

3319231383

ISBN 13

9783319231389

Book's by Peter W. Glynn

Stochastic Simulation: Algorithms and Analysis

Stochastic Simulation: Algorithms and Analysis

Corals and Coral Reefs of the Galápagos Islands

Corals and Coral Reefs of the Galápagos Islands

Lévy Matters V

Lévy Matters V

The French Language in the Seventeenth Century

The French Language in the Seventeenth Century

Stochastic Petri Nets

Stochastic Petri Nets

Lévy Matters V

Lévy Matters V

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