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Everything about Stochastic simulation
Computer simulation with random inputs
A stochastic simulation is a simulation of a system that has variables that can change stochastically (randomly) with individual probabilities. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Stochastic simulationA 5-minute orientation
- Skim a recent paper: A Stochastic Approximation Method for Simulation-Based Quantile OptimizationInfluential work since 2022
- Pick up a classic book: Control and Dynamic SystemsThe most-reprinted book on the subject
- Read the landmark paper: Exact stochastic simulation of coupled chemical reactionsCited 9,021 times
- Go sideways: Gillespie algorithmA closely related topic
- Go sideways: Probability distributionA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🏆 Landmark papers (most cited)
Exact stochastic simulation of coupled chemical reactions
A general method for numerically simulating the stochastic time evolution of coupled chemical reactions
An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
Stochastic Simulation of Chemical Kinetics
Stochastic Kriging for Simulation Metamodeling
Stochastic simulation of SFQ logic
Perfect simulation in stochastic geometry
Optimization of stochastic simulation models
🆕 Influential since 2022
A Stochastic Approximation Method for Simulation-Based Quantile Optimization
Characterising driver heterogeneity within stochastic traffic simulation
STOLAS: STOchastic LAttice Simulation of cosmic inflation
Neural network-aided simulation of non-Gaussian stochastic processes
Implementing quantum dimensionality reduction for non-Markovian stochastic simulation
📚 Books worth reading
Control and Dynamic SystemsCornelius T. Leondes · 1985
Systems BiologyEdda Klipp, Wolfram Liebermeister · 2009
An introduction to computer simulation methodsHarvey Gould · 1987- 📕Stochastic simulation and applications in finance with MATLAB programsHuu Tue Huynh · 2008
Applied Simulation and OptimizationMiguel Mujica Mota, Idalia Flores De La Mota · 2015- 📕Digital computer simulationGeorge S. Fishman · 1967
Computer simulation methods in theoretical physicsDieter W. Heermann · 1986
Stochastic processes in magnetic resonanceDan Gamliel · 1995
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
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