Acceptance-Rejection Sampling and Multi-dimensional Monte Carlo Integrations Utilizing Mathematica(R) (Paperback)

Sujaul Chowdhury

ISBN 13: 9798337089294

Published by American Academic Press, 2025

About this Item

Paperback. We have chosen suitable multi-variable probability density functions and obtained corresponding random variates using the random sampling method called acceptance-rejection method. This book provides hands-on and practical demonstrations of evaluation of multi-dimensional or high-dimensional definite integrals using Monte Carlo method. We have evaluated 2, 3, 5, 7 and 10 dimensional definite integrals. We performed symbolic computations using programs written in Mathematica(R), in which we performed the variate sampling and evaluated the integrals. The book is self-contained. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Seller Inventory # 9798337089294

Bibliographic Details

• Title: Acceptance-Rejection Sampling and Multi-dimensional Monte Carlo Integrations Utilizing Mathematica(R) (Paperback)
• Publisher: American Academic Press
• Publication Date: 2025
• Language: English
• ISBN 13: 9798337089294
• Binding: Paperback
• Condition: new

About this title

Synopsis

We have chosen suitable multi-variable probability density functions and obtained corresponding random variates using the random sampling method called acceptance-rejection method. This book provides hands-on and practical demonstrations of evaluation of multi-dimensional or high-dimensional definite integrals using Monte Carlo method. We have evaluated 2, 3, 5, 7 and 10 dimensional definite integrals. We performed symbolic computations using programs written in Mathematica(R), in which we performed the variate sampling and evaluated the integrals. The book is self-contained.