Monte Carlo: Concepts, Algorithms, and Applications

Fishman, G. S.

ISBN 10: 1441928472 / ISBN 13: 9781441928474

Published by Springer-Verlag, 2011

About this Item

This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1450grams, ISBN:9781441928474.

Seller Inventory # 8613806

Bibliographic Details

• Title: Monte Carlo: Concepts, Algorithms, and Applications
• Publisher: Springer-Verlag
• Publication Date: 2011
• Language: English
• ISBN 10: 1441928472
• ISBN 13: 9781441928474
• Binding: Soft cover
• Condition: Good
• Weight: 1450 grams
• Seller catalogs:
  • Engineering

About this title

Synopsis

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.

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. As well as a thorough exploration of the important concepts of the Monte Carlo method, the volume includes over 90 algorithms which allow the reader to move rapidly from the concepts to putting them into practice. The book also contains numerous exercises, many of them hands-on implementations of selected algorithms to demonstrate the application of these ideas in realistic settings. Software, freely available via ftp and portable across computing platforms, provides programs for pseudorandom number generation and statistical sample path data analysis. The software is suitable for use with the exercises as well as for more general applications. 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 results.