George Fishman
Springer New York
1e druk, 2003
9780387945279
Monte Carlo
Concepts, Algorithms, and Applications
Specificaties
Gebonden, 698 blz.
|
Engels
Springer New York |
1e druk, 2003
ISBN13: 9780387945279
Rubricering
Onderdeel van serie
Springer Series in Operations Research and Financial Engineering
Levertijd ongeveer 8 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9780387945279
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:698
Uitgever:Springer New York
Druk:1
Inhoudsopgave
Preface * Selected Notation * 1 Introduction * 2 Estimating Volume and Count * 3 Generating Samples * 4 Increasing Efficiency * 5 Random Tours * 6 Designing and Analyzing Sample Paths * 7 Generating Pseudorandom Numbers * Author Index * Subject Index