Stochastic simulation: Algorithms and analysis
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Gaussian processesnumerical integrationstochastic optimizationMonte Carlo methodsrandom number generationMarkov chainsstochastic differential equationsbranching processescomputational efficiencyderivative estimationtextbooknumerical algorithmsstatistical simulationrare-event simulationconvergence propertiesstochastic algorithmsblack-box algorithmsoutput analysissampling strategiessteady state simulationsampling-based methodsvariance-reductionsimulation of queuesLévy processes
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