Monte Carlo. : Concepts, Algorithms and Applications par George Fishman

Monte Carlo. : Concepts, Algorithms and Applications par George Fishman

Titre de livre: Monte Carlo. : Concepts, Algorithms and Applications

Auteur: George Fishman

Broché: 698 pages

Date de sortie: February 14, 2003

ISBN: 038794527X

Éditeur: Springer-Verlag New York Inc.

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George Fishman avec Monte Carlo. : Concepts, Algorithms and Applications

Apart from a thorough exploration of all the important concepts, this volume includes over 75 algorithms, ready for putting into practice. The book also contains numerous hands-on implementations of selected algorithms to demonstrate applications in realistic settings. Readers are assumed to have a sound understanding of calculus, introductory matrix analysis, and intermediate statistics, but otherwise the book is self-contained. Suitable for graduates and undergraduates in mathematics and engineering, in particular operations research, statistics, and computer science.