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Published in:
2013 | OriginalPaper | Chapter
1. Introduction
Authors : Carl Graham, Denis Talay
Published in: Stochastic Simulation and Monte Carlo Methods
Publisher: Springer Berlin Heidelberg
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Abstract
This introduction starts by describing some motivations for using probabilistic models and stochastic simulations. Some examples are used to illustrate classical objectives of random simulations, and to derive relevant convergence criteria for which error estimates need to be developed. Then the goals and the organization of this monograph are presented.