Applied Stochastic Modelling

Pattern recognition presents one of the most significant challenges for scientists and engineers and many different approaches have been proposed and developed. The aim of this book is to provide a self-contained and coherent account of probabilistic techniques which have been applied to the subject.

Although three decades have passed since the first publication of this book, it is reprinted now as a result of popular demand. The content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications. The author is one of the leading experts of the field and gives an authoritative treatment of a subject.

Although three decades have passed since the first publication of this book, it is reprinted now as a result of popular demand. The content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications. The author is one of the leading experts of the field and gives an authoritative treatment of a subject.

From the reviews: "Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers […] So often, financial engineering texts are very theoretical. This book is not." –Glyn Holton, Contingency Analysis

Although three decades have passed since the first publication of this book, it is reprinted now as a result of popular demand.