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Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material.
This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.
Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material.
This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.
Ronald Shonkwiler is also publishing
Mathematical Biology: An Introduction with Maple and Matlab
, that will will be available in 2008. He is professor emeritus at Georgia Institute of Technology School of Mathematics. He received his PhD in 1970. His areas of expertise include: stochastic processes, optimization, computer simulation, Monte Carlo numerical methods, mathematical biology, and reproducing Kernel Hilbert spaces.
Franklin Mendevil is a professor at Acadia University in Nova Scotia. He received his PhD in 1996 at Georgia Institute of Technology. He has co-authored numerous papers and publications, several of which were with Dr. Shonkwiler.
Applications covered: optimization, finance, statistical mechanics, birth and death processes, and gambling systems
Hands-on approach is used via realistic problems demonstrated with examples and numerical simulations
A wealth of completely solved example problems provide the reader with a sourcebook to follow toward the solution of their own computational problems.
Each chapter ends with a large collection of homework problems illustrating and directing the material
Includes supplementary material: [...]
Erscheinungsjahr: | 2014 |
---|---|
Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Importe, Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Inhalt: |
xii
243 S. |
ISBN-13: | 9781489983794 |
ISBN-10: | 1489983791 |
Sprache: | Englisch |
Einband: | Kartoniert / Broschiert |
Autor: |
Mendivil, Franklin
Shonkwiler, Ronald W. |
Hersteller: |
Springer US
Springer New York |
Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
Maße: | 235 x 155 x 15 mm |
Von/Mit: | Franklin Mendivil (u. a.) |
Erscheinungsdatum: | 30.10.2014 |
Gewicht: | 0,394 kg |
Ronald Shonkwiler is also publishing
Mathematical Biology: An Introduction with Maple and Matlab
, that will will be available in 2008. He is professor emeritus at Georgia Institute of Technology School of Mathematics. He received his PhD in 1970. His areas of expertise include: stochastic processes, optimization, computer simulation, Monte Carlo numerical methods, mathematical biology, and reproducing Kernel Hilbert spaces.
Franklin Mendevil is a professor at Acadia University in Nova Scotia. He received his PhD in 1996 at Georgia Institute of Technology. He has co-authored numerous papers and publications, several of which were with Dr. Shonkwiler.
Applications covered: optimization, finance, statistical mechanics, birth and death processes, and gambling systems
Hands-on approach is used via realistic problems demonstrated with examples and numerical simulations
A wealth of completely solved example problems provide the reader with a sourcebook to follow toward the solution of their own computational problems.
Each chapter ends with a large collection of homework problems illustrating and directing the material
Includes supplementary material: [...]
Erscheinungsjahr: | 2014 |
---|---|
Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Importe, Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Inhalt: |
xii
243 S. |
ISBN-13: | 9781489983794 |
ISBN-10: | 1489983791 |
Sprache: | Englisch |
Einband: | Kartoniert / Broschiert |
Autor: |
Mendivil, Franklin
Shonkwiler, Ronald W. |
Hersteller: |
Springer US
Springer New York |
Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
Maße: | 235 x 155 x 15 mm |
Von/Mit: | Franklin Mendivil (u. a.) |
Erscheinungsdatum: | 30.10.2014 |
Gewicht: | 0,394 kg |