Monte Carlo: Concepts, Algorithms, and Applications

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Monte Carlo: Concepts, Algorithms, and Applications By George Fishman
2003 | 698 Pages | ISBN: 038794527X | PDF + DJVU | 39 MB + 6 MB

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. Suitable for graduates and undergraduates in mathematics and engineering, in particular operations research, statistics, and computer science.

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