Approximating Integrals Via Monte Carlo and Deterministic Methods 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Michael Evans, Timothy Swartz 作者

OXFORD U.P

译者

2000-3 出版日期

298 页数

$ 158.20 价格

丛书系列

9780198502784 图书编码

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Approximating Integrals Via Monte Carlo and Deterministic Methods 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Approximating Integrals Via Monte Carlo and Deterministic Methods 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Approximating Integrals Via Monte Carlo and Deterministic Methods 在线电子书图书描述

This book is designed to introduce graduate students and researchers to the primary methods useful for approximating integrals. The emphasis is on those methods that have been found to be of practical use, and although the focus is on approximating higher- dimensional integrals the lower-dimensional case is also covered. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques as well as a complete development of Monte Carlo algorithms. For the Monte Carlo section importance sampling methods, variance reduction techniques and the primary Markov Chain Monte Carlo algorithms are covered. This book brings these various techniques together for the first time, and hence provides an accessible textbook and reference for researchers in a wide variety of disciplines.

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