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Sren Asmussen & Peter W. Glynn Stochastic Simulation

Summary: Søren Asmussen & Peter W. Glynn
Stochastic Simulation:
Algorithms and Analysis
Springer-Verlag 2007
Corrections and Amendments
Last updated February 22, 2009
Short Corrections and Amendments
Longer Supplements
Additional references
We gratefully acknowledgement input and response received from Javier
Acu~na, Jonathan Goodman, Shane Henderson, Alfred M¨uller, Gareth Roberts,
and Christoph Schwab.
Short Corrections and Amendments
s.b. = should be. Trivial typos (spelling, full stop instead of komma etc.) are
not listed.
Citations like [243] refer to the book, ones like Roberts & Rosenthal (2006)
to the Additional References below. A quotation like VIIIa refers to the Longer
Supplements below (at present, there are such longer supplements for Chapters
VIII: Stochastic Optimization and XI: Gaussian Processes).


Source: Asmussen, Søren - Department of Mathematical Sciences, Aarhus Universitet


Collections: Mathematics