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

Fishman, George

ISBN 10: 038794527X / ISBN 13: 9780387945279

Editore: Springer, 1996

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Dati bibliografici

• Titolo: Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering)
• Editore: Springer
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 038794527X
• ISBN 13: 9780387945279
• Rilegatura: Hardcover
• Condizione: new

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