Monte Carlo
Concepts, Algorithms, and Applications
(Sprache: Englisch)
This volume presents a comprehensive first course in the Monte Carlo method which will be suitable for graduate and undergraduate students in the mathematical sciences and engineering, principally operations research, statistics, mathematics, and computer...
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This volume presents a comprehensive first course in the Monte Carlo method which will be suitable for graduate and undergraduate students in the mathematical sciences and engineering, principally operations research, statistics, mathematics, and computer science. The reader is assumed to have a sound understanding of calculus, introductory matrix analysis, and intermediate statistics, but otherwise the book is self-contained. As well as a thorough exploration of all the important concepts of the Monte Carlo method, the volume includes over 75 algorithms which allow the reader to move rapidly from the concepts to putting them into practice. The book also contains numerous exercises, many of them hands-on implementations of selected algorithms to demonstrate the application of these ideas in realistic settings.
Inhaltsverzeichnis zu „Monte Carlo “
- Introduction- Estimating Volume and Count
- Generating Samples
- Increasing Efficiency
- Random Tours
- Designing and Analyzing Sample Paths
- Generating Pseudorandom Numbers
Bibliographische Angaben
- Autor: George Fishman
- 2003, Corr. Repr., 698 Seiten, Maße: 18,3 x 24,1 cm, Gebunden, Englisch
- Verlag: Springer, New York
- ISBN-10: 038794527X
- ISBN-13: 9780387945279
- Erscheinungsdatum: 14.02.2003
Sprache:
Englisch
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