Książka Monte Carlo George S. Fishman

Monte Carlo

Concepts, Algorithms, and Applications

Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-13 dni
540.36
This volume presents a comprehensive first course in the Monte Carlo method which will be suitable f...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2003
strony
698
EAN
9780387945279
ISBN
038794527X
Enbook ID
01384070
Waga
1428
Wymiary
178 x 235 x 43

Pełny opis

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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