Monte Carlo

Concepts, Algorithms, and Applications

Gebonden Engels 2003 1e druk 9780387945279
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

Apart from a thorough exploration of all the important concepts, this volume includes over 75 algorithms, ready for putting into practice. The book also contains numerous hands-on implementations of selected algorithms to demonstrate applications in realistic settings. Readers are assumed to have a sound understanding of calculus, introductory matrix analysis, and intermediate statistics, but otherwise the book is self-contained. Suitable for graduates and undergraduates in mathematics and engineering, in particular operations research, statistics, and computer science.

Specificaties

ISBN13:9780387945279
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:698
Uitgever:Springer New York
Druk:1

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Inhoudsopgave

Preface * Selected Notation * 1 Introduction * 2 Estimating Volume and Count * 3 Generating Samples * 4 Increasing Efficiency * 5 Random Tours * 6 Designing and Analyzing Sample Paths * 7 Generating Pseudorandom Numbers * Author Index * Subject Index

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        Monte Carlo