A First Course in Monte Carlo pdf epub mobi txt 電子書下載 2024

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George Fishman

Duxbury Press

2005-10-05

414

USD 106.95

Hardcover

9780534420468

圖書標籤: 經濟數學

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发表于2024-11-08

A First Course in Monte Carlo epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

A First Course in Monte Carlo pdf epub mobi txt 電子書下載 2024

圖書描述

A COURSE IN MONTE CARLO is a concise explanation of the Monte Carlo (MC) method. In addition to providing guidance for generating samples from diverse distributions, it describes how to design, perform, and analyze the results of MC experiments based on independent replications, Markov chain MC, and MC optimization. The text gives considerable emphasis to the variance-reducing techniques of importance sampling, stratified sampling, Rao-Blackwellization, control variates, antithetic variates, and quasi-random numbers. For solving optimization problems it describes several MC techniques, including simulated annealing, simulated tempering, swapping, stochastic tunneling, and genetic algorithms. Examples from many areas show how these techniques perform in practice. Hands-on exercises enable student to experience challenges encountered when solving real problems. An answer key to selected problems is included.

A First Course in Monte Carlo 下載 mobi epub pdf txt 電子書