Approximating Integrals Via Monte Carlo and Deterministic Methods - Hardcover

Evans, Michael; Swartz, Tim

 
9780198502784: Approximating Integrals Via Monte Carlo and Deterministic Methods
Hardcover
ISBN 10: 0198502788 ISBN 13: 9780198502784
Publisher: Oxford University Press, 2000

Synopsis

This book is designed to introduce graduate students and researchers to the primary methods useful for approximating integrals. The emphasis is on those methods that have been found to be of practical use, focusing on approximating higher- dimensional integrals with coverage of the lower-dimensional case as well. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques and a complete development of Monte Carlo algorithms. For the Monte Carlo section important sampling methods, variance reduction techniques and the primary Markov Chain Monte Carlo algorithms are covered. This book brings these various techniques together for the first time, and provides an accessible textbook and reference for researchers in a wide variety of disciplines.

"synopsis" may belong to another edition of this title.

About the Author

This book is designed to introduce graduate students and researchers to the primary methods used for approximating integrals. The emphasis is on those methods that have been found to be of practical use, and although the focus is on approximating higher-dimensional integrals, the lower-dimensional case is also covered.

"About this title" may belong to another edition of this title.

Publisher
Oxford University Press
Publication date
2000
Language
English
ISBN 10 
0198502788
ISBN 13 
9780198502784
Binding
Hardcover
Edition number
1
Number of pages
298