Optimization of weighted Monte Carlo methods

Mikhailov, Gennadii A. und Karl K. Sabelfeld:

ISBN 10: 3540530053 / ISBN 13: 9783540530053

Edité par Berlin ; Heidelberg : Springer, 1992

A propos de cet article

XI, 225 Pages Original Pappband mit Bibliotheksrückenschild im sehr guten Zustand. Innen mit Bibliotheksstempeln. Englische Sprache. - Original Hardboard with Library label in very good condition. Inside with Library stamps. English Language B15-02-02C|S90 Altersfreigabe FSK ab 0 Jahre Sprache: Englisch Gewicht in Gramm: 532 Springer series in computational physics. N° de réf. du vendeur 61727

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Titre : Optimization of weighted Monte Carlo methods

Éditeur : Berlin ; Heidelberg : Springer

Date d'édition : 1992

Reliure : 24 x 16 cm

Etat : Gut

A propos de ce titre

Synopsis :

Weighted Monte Carlo algorithms are useful when direct simulation techniques are inapplicable or ineffective in computer science and technology. This book presents methods which minimize the computer time and memory required in constructing statistical models for systems described by integral equations. Specific topics covered include the optimization of randomized algorithms for estimating probabilistic characteristics of equations with random parameters and applications; computational models for random fields and numerical simulations; vector Monte Carlo algorithms for solving systems of integral equations; and a special approach to the application of perturbation theory based on this method.