Articoli correlati a Monte Carlo: Concepts, Algorithms, and Applications
Sinossi
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.
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Contenuti
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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Book by Fishman George
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Monte Carlo : Concepts, Algorithms, and Applications
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Monte Carlo. Concepts, algorithms, and applications.
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New York, Springer, 2008
ISBN 10: 038794527X
ISBN 13: 9780387945279
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Monte Carlo: Concepts, Algorithms, and Applications Springer Series in Operations Research and Financial Engineering
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Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering).
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Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering)
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