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Monte Carlo : Concepts, Algorithms, and Applications /

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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 sou...

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Bibliographic Details
Main Author: Fishman, George S.
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York, 1996.
Series:Springer series in operations research.
Subjects:
Economics.
Economics > Statistics.
Operations research.
Electronic books.
Statistics.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Introduction
  • Estimating Volume and Count
  • Generating Samples
  • Increasing Efficiency
  • Random Tours
  • Designing and Analyzing Sample Paths
  • Generating Pseudorandom Numbers.