A First Course in Monte Carlo 2024 pdf epub mobi 电子书

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发表于2024-12-25

A First Course in Monte Carlo 2024 pdf epub mobi 电子书

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出版者:Duxbury Press

作者:George Fishman

出品人:

页数:414

译者:

出版时间:2005-10-05

价格:USD 106.95

装帧:Hardcover

isbn号码:9780534420468

丛书系列:

图书标签: 经济数学

A First Course in Monte Carlo 2024 pdf epub mobi 电子书图书描述

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 2024 pdf epub mobi 电子书

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