A First Course In Monte Carlo - Couverture rigide

Fishman, George

 
9780534420468: A First Course In Monte Carlo
Couverture rigide
ISBN 10 : 053442046X ISBN 13 : 9780534420468
Editeur : Brooks/Cole, 2005

Synopsis

A FIRST COURSE IN MONTE CARLO shows you how to design, perform, and analyze the results of MC experiments based on independent replications, Markov chain MC, and MC optimization. The text emphasizes 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 allow you to experience challenges encountered when solving real problems. An answer key to selected problems is included.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Brooks/Cole
Date d'édition
2005
Langue
anglais
ISBN 10 
053442046X
ISBN 13 
9780534420468
Reliure
Relié
Numéro d'édition
6
Nombre de pages
414
Coordonnées du fabricant
non disponible
Personne responsable
non disponible