Approximating Integrals Via Monte Carlo and Deterministic Methods 2024 pdf epub mobi 电子书

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发表于2024-11-10

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出版者:OXFORD U.P

作者:Michael Evans, Timothy Swartz

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页数:298

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出版时间:2000-3

价格:$ 158.20

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isbn号码:9780198502784

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Approximating Integrals Via Monte Carlo and Deterministic Methods 2024 pdf epub mobi 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.

Approximating Integrals Via Monte Carlo and Deterministic Methods 2024 pdf epub mobi 电子书

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