Explorations in Monte Carlo methods
- Ronald W. Shonkwiler, Franklin Mendivil.
- Dordrecht ; New York : Springer, c2009.
- Physical description
- xii, 243 p. : ill. ; 24 cm.
- Undergraduate texts in mathematics.
Math & Statistics Library
QA298 .S56 2009
- Unknown QA298 .S56 2009
- Includes bibliographical references (p. -237) and index.
- to Monte Carlo Methods.- Some Probability Distributions and Their Uses.- Markov Chain Monte Carlo.- Optimization by Monte Carlo Methods.- Random Walks.
- (source: Nielsen Book Data)
- Publisher's Summary
- Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics.
(source: Nielsen Book Data)
- Supplemental links
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- Publication date
- Undergraduate texts in mathematics, 0172-6056
- Publisher Number