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Monte Carlo

Name: Monte Carlo
Brand: Springer-Verlag New York Inc.
SKU: 01384070
Price: 132.85 EUR
Availability: InStock
Author: George S. Fishman
ISBN: 9780387945279

Concepts, Algorithms, and Applications

George S. Fishman

Língua

Inglês

Livro Livro de capa dura

Código Libristo: 01384070

Editoras Springer-Verlag New York Inc., fevereiro 2003

This volume presents a comprehensive first course in the Monte Carlo method which will be suitable f... Descrição completa

Código Libristo: 01384070

321 b

132.85 €

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This volume presents a comprehensive first course in the Monte Carlo method which will be suitable for graduate and undergraduate students in the mathematical sciences and engineering, principally operations research, statistics, mathematics, and computer science. The reader is assumed to have a sound understanding of calculus, introductory matrix analysis, and intermediate statistics, but otherwise the book is self-contained. As well as a thorough exploration of all the important concepts of the Monte Carlo method, the volume includes over 75 algorithms which allow the reader to move rapidly from the concepts to putting them into practice. The book also contains numerous exercises, many of them hands-on implementations of selected algorithms to demonstrate the application of these ideas in realistic settings.