George Fishman

Monte Carlo (eBook, PDF)

Concepts, Algorithms, and Applications

• Format: PDF

Produktbeschreibung

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.

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Produktdetails

• Verlag: Springer US
• Seitenzahl: 698
• Erscheinungstermin: 9. März 2013
• Englisch
• ISBN-13: 9781475725537
• Artikelnr.: 43982477

Autorenporträt

George Fishman, University of North Carolina, Chapel Hill, NC, USA

Inhaltsangabe

1 Introduction.- 2 Estimating Volume and Count.- 3 Generating Samples.- 4 Increasing Efficiency.- 5 Random Tours.- 7 Generating Pseudorandom Numbers.- Author Index.