Monte Carlo: Concepts, Algorithms, and Applications (Springer Series in Operations Research and Financial Engineering)
| Author | : | |
| Rating | : | 4.72 (686 Votes) |
| Asin | : | 1441928472 |
| Format Type | : | paperback |
| Number of Pages | : | 698 Pages |
| Publish Date | : | 2014-08-30 |
| Language | : | English |
DESCRIPTION:
From the Back Cover This volume presents a comprehensive first course in the Monte Carlo method which will be suitable for graduate and undergraduate students in the mathematical sciences and engineering, principally operations research, statistics, mathematics, and computer science. The reader is assumed to have a sound understanding of calculus, introductory matrix analysis, probability, and intermediate statistics, but otherwise the book is self-contained. Software, freely available via ftp and portable across computing platforms, provides programs for pseudorandom number generation and statistical sample path data analysis. . For professional mathematical scientists and engineers this book provides a ready reference to the Monte Carlo method, especially to implementable algorithms for performing sampling experiments on a computer and for analyzing their result
Suitable for graduates and undergraduates in mathematics and engineering, in particular operations research, statistics, and computer science.. 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
Dr. Lee D. Carlson said HIGHLY recommended!!. This book gives a rigorous introduction to the main ideas behind the Monte Carlo technique and also gives many concrete examples to illustrate the important concepts. The applications of Monte Carlo are immense, and cover a wide range of fields, including finance, physics, chemistry, computational biology, geology, computational radiology, and network engineering. The author begins, naturally, with a discussion of how to compute the volume of a high-dimensional body using standard (deterministic) methods and then shows the advantages of using Monte Carlo to find the volume. He does a fine job of assessing the errors in t. About G.S.Fishman's book My work concerns numerical simulations and in particular it deals with monte carlo simulations. I have found this book a good comprehensive reference to explore new numerical methods in a handy way, thanks also for the sketch of many algorithms. However, I wish to prevent anybody who thinks of breaking through these topics starting from this book, since they could be overwhelmed by the huge amount of info.