Monte Carlo : Concepts, Algorithms, and Applications /
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 sou...
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
1996.
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| Series: | Springer series in operations research.
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xxv, 698 pages) |
| ISBN: | 9781475725537 (electronic bk.) 1475725531 (electronic bk.) |
| ISSN: | 1431-8598 |