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Monte Carlo

Name: Monte Carlo
Brand: Springer-Verlag New York Inc.
SKU: 01384070
Price: 152.69 EUR
Availability: InStock
Author: George S. Fishman
ISBN: 9780387945279

Concepts, Algorithms, and Applications

George S. Fishman

Language

English

Book Hardback

Libristo code: 01384070

Publishers Springer-Verlag New York Inc., February 2003

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

Libristo code: 01384070

374 b

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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.