A Primer for the Monte Carlo Method by Ilya M Sobol

A Primer for the Monte Carlo Method by Ilya M Sobol

The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus.

"..Useful and thought-provoking...readily accessible to researchers in a wide variety of fields."
~Bruce Jay Collings, Brigham Young University, Journal of the American Statistical Association

SKU	Non disponible
ISBN 13	9780849386732
ISBN 10	084938673X
Titre	A Primer for the Monte Carlo Method
Auteur	Ilya M Sobol
État	Non disponible
Type de reliure	Paperback
Éditeur	Taylor & Francis Inc
Année de publication	1994-05-19
Nombre de pages	126
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible