A First Course in Monte Carlo 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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George Fishman 作者

Duxbury Press

译者

2005-10-05 出版日期

414 页数

USD 106.95 价格

Hardcover

丛书系列

9780534420468 图书编码

A First Course in Monte Carlo 在线电子书图书标签: 经济数学

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A First Course in Monte Carlo 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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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.

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