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Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering) - Brossura
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.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
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
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditoreSpringer
- Data di pubblicazione2011
- ISBN 10 1441928472
- ISBN 13 9781441928474
- RilegaturaCopertina flessibile
- Numero di pagine728
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Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering) by Fishman, George [Paperback ]
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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
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Descrizione libro Condizione: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Codice articolo ria9781441928474_lsuk
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Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering)
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Springer 2011-05-26
(2011)
ISBN 10: 1441928472
ISBN 13: 9781441928474
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Descrizione libro Paperback. Condizione: New. Codice articolo 6666-IUK-9781441928474
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Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering)
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Monte Carlo
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Springer New York Mai 2011
(2011)
ISBN 10: 1441928472
ISBN 13: 9781441928474
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Descrizione libro Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 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 in operations research, statistics, mathematics, and computer science. The reader is assumed to have a sound understanding of calculus, introductory matrix analysis, probability, and intermediate statistics, but otherwise the book is self-contained.As well as a thorough exploration of the important concepts of the Monte Carlo method, the volume includes over 90 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. Software, freely available via ftp and portable across computing platforms, provides programs for pseudorandom number generation and statistical sample path data analysis. The software is suitable for use with the exercises as well as for more general applications.For professional mathematical scientists and engineers this book provides a ready reference to the Monte Carlo method, especially to implementatable algorithms for performing sampling experiments on a computer and for analyzing their results. 728 pp. Englisch. Codice articolo 9781441928474
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Monte Carlo: Concepts, Algorithms, and Applications
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(2011)
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ISBN 13: 9781441928474
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Descrizione libro Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9781441928474
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Monte Carlo
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Descrizione libro Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Monte Carlo methods are widely used techniques, with applications in operations research, engineering, and computingThe author covers all of the most important techniques of the Monte Carlo method It demonstrates how to analyze the sampling results . Codice articolo 4173322
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Monte Carlo : Concepts, Algorithms, and Applications
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Springer New York
(2011)
ISBN 10: 1441928472
ISBN 13: 9781441928474
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Descrizione libro Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a single source book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book. In addition to focused accounts of major topics, the book has two unifying themes: One concerns the effective use of information and the other concerns error control and reduction. The book describes how to incorporate information about a problem into a sampling plan in a way that reduces the cost of estimating its solution to within a specified error bound. Although exploiting special structures to reduce cost long has been a hallmark of the Monte Carlo method, the propen sity of users of the method to discard useful information because it does not fit traditional textbook models repeatedly has impressed me. The present account aims at reducing the impediments to integrating this information. Errors, both statistical and computational, abound in every Monte Carlo sam pling experiment, and a considerable methodology exists for controlling them. Codice articolo 9781441928474
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Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering)
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Descrizione libro Paperback. Condizione: Brand New. 723 pages. 9.25x7.01x1.64 inches. In Stock. Codice articolo x-1441928472
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