Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering)

George Fishman

ISBN 10: 038794527X / ISBN 13: 9780387945279

Editore: Springer February 2003, 2003

Riguardo questo articolo

used hardcover copy, lacking a dust jacket (as issued). light shelfwear, corners perhaps slightly bumped, slight fading to spine. pages and binding are clean, straight, and tight. there are no marks to the text or other serious flaws.

Codice articolo 1287460

Dati bibliografici

• Titolo: Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering)
• Editore: Springer February 2003
• Data di pubblicazione: 2003
• Lingua: Inglese
• ISBN 10: 038794527X
• ISBN 13: 9780387945279
• Rilegatura: Trade Paperback
• Condizione: VG-
• Condizione della sovraccoperta: No Jacket
• Cataloghi dei venditori:
  • MATH statistics

Descrizione articolo

Riassunto

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.

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