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Monte Carlo George Fishman

Monte Carlo By George Fishman

Summary

Apart from a thorough exploration of all the important concepts, this volume includes over 75 algorithms, ready for putting into practice. Readers are assumed to have a sound understanding of calculus, introductory matrix analysis, and intermediate statistics, but otherwise the book is self-contained.

Monte Carlo Summary

Monte Carlo: Concepts, Algorithms, and Applications by George Fishman

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.

Table of Contents

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

Additional information

NLS9781441928474
9781441928474
1441928472
Monte Carlo: Concepts, Algorithms, and Applications by George Fishman
New
Paperback
Springer-Verlag New York Inc.
2011-05-26
698
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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