Książka Markov Chain Monte Carlo Simulations And Their Statistical Analysis: With Web-based Fortran Code Bernd A. Berg

Markov Chain Monte Carlo Simulations And Their Statistical Analysis: With Web-based Fortran Code

Autor: Bernd A. Berg
Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-13 dni
425.31
This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The mater...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2004
strony
380
EAN
9789812389350
ISBN
9812389350
Enbook ID
05067830
Waga
674
Wymiary
161 x 229 x 25

Pełny opis

This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat bath algorithms, autocorrelations and the analysis of the performance of MC algorithms, to advanced topics including the multicanonical approach, cluster algorithms and parallel computing. Therefore, it is also of interest to researchers in the field. The book relates the theory directly to Web-based computer code. This allows readers to get quickly started with their own simulations and to verify many numerical examples easily. The present code is in Fortran 77, for which compilers are freely available. The principles taught are important for users of other programming languages, like C or C++.

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