Articoli correlati a A First Course in Monte Carlo Simulation

A First Course in Monte Carlo Simulation

Fishman, George

 
9780495018780: A First Course in Monte Carlo Simulation

Sinossi

A COURSE IN MONTE CARLO is a concise explanation of the Monte Carlo (MC) method. In addition to providing guidance for generating samples from diverse distributions, it describes how to design, perform, and analyze the results of MC experiments based on independent replications, Markov chain MC, and MC optimization. The text gives considerable emphasis to the variance-reducing techniques of importance sampling, stratified sampling, Rao-Blackwellization, control variates, antithetic variates, and quasi-random numbers. For solving optimization problems it describes several MC techniques, including simulated annealing, simulated tempering, swapping, stochastic tunneling, and genetic algorithms. Examples from many areas show how these techniques perform in practice. Hands-on exercises enable student to experience challenges encountered when solving real problems. An answer key to selected problems is included.

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First Course In Monte Carlo Simulation, International Edition, 1St Edition by George Fishman, 9780495018780, Cengage, 2006, Paperback

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