书目名称 | Explorations in Monte Carlo Methods | 编辑 | Ronald W. Shonkwiler,Franklin Mendivil | 视频video | | 概述 | Hands-on approach is used via realistic problems demonstrated with examples and numerical simulations in Python.Applications covered: optimization, finance, statistical mechanics, birth and death proc | 丛书名称 | Undergraduate Texts in Mathematics | 图书封面 |  | 描述 | .Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems...Explorations in Monte Carlo Methods. provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material...This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.. | 出版日期 | Textbook 20091st edition | 关键词 | Markov chain; Markov chain Monte Carlo; Matlab; Monte Carlo; Monte Carlo method; Probability distribution | 版次 | 1 | doi | https://doi.org/10.1007/978-0-387-87837-9 | isbn_softcover | 978-1-4899-8379-4 | isbn_ebook | 978-0-387-87837-9Series ISSN 0172-6056 Series E-ISSN 2197-5604 | issn_series | 0172-6056 | copyright | Springer-Verlag New York 2009 |
The information of publication is updating
|
|