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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
First Course In Monte Carlo Simulation, International Edition, 1St Edition by George Fishman, 9780495018780, Cengage, 2006, Paperback
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: WeBuyBooks, Rossendale, LANCS, Regno Unito
Condizione: Very Good. Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo rev8000639371
Quantità: 1 disponibili