George Fishman: Monte Carlo | Taschenbuch

Cover: 9781441928474 | Monte Carlo | Concepts, Algorithms, and Applications | George Fishman

Bild: 9781441928474 | Monte Carlo | Concepts, Algorithms, and Applications | George Fishman

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Sprache: Englisch

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Beschreibung

This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a single source book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book. In addition to focused accounts of major topics, the book has two unifying themes: One concerns the effective use of information and the other concerns error control and reduction. The book describes how to incorporate information about a problem into a sampling plan in a way that reduces the cost of estimating its solution to within a specified error bound. Although exploiting special structures to reduce cost long has been a hallmark of the Monte Carlo method, the propen sity of users of the method to discard useful information because it does not fit traditional textbook models repeatedly has impressed me. The present account aims at reducing the impediments to integrating this information. Errors, both statistical and computational, abound in every Monte Carlo sam pling experiment, and a considerable methodology exists for controlling them.

Zusammenfassung

Comprehensive self-contained account of the Monte Carlo method by one of the subject's leading experts. Contains numerous examples from different fields of application and many exercises designed to provide students with hands-on experience in implementing algorithms.

Inhaltsverzeichnis

Preface * Selected Notation * 1 Introduction * 2 Estimating Volume and Count * 3 Generating Samples * 4 Increasing Efficiency * 5 Random Tours * 6 Designing and Analyzing Sample Paths * 7 Generating Pseudorandom Numbers * Author Index * Subject Index

Erscheinungsjahr:	2011
Fachbereich:	Allgemeines
Genre:	Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Reihe:	Springer Series in Operations Research and Financial Engineering
Inhalt:	xxv 698 S. 20 s/w Illustr. 698 p. 20 illus.
ISBN-13:	9781441928474
ISBN-10:	1441928472
Sprache:	Englisch
Ausstattung / Beilage:	Paperback
Einband:	Kartoniert / Broschiert
Autor:	Fishman, George
Auflage:	Softcover reprint of hardcover 1st ed. 1996
Hersteller:	Springer New York Springer US, New York, N.Y. Springer Series in Operations Research and Financial Engineering
Maße:	254 x 178 x 39 mm
Von/Mit:	George Fishman
Erscheinungsdatum:	26.05.2011
Gewicht:	1,344 kg

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