书目名称 | Explorations in Monte Carlo Methods |
编辑 | Ronald W. Shonkwiler,Franklin Mendivil |
视频video | |
概述 | Programming exercises are integrated throughout the text as the primary vehicle for learning the material.Hands-on approach is used via realistic problems demonstrated with examples and (Python) numer |
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. They provide efficient and practical algorithms to solve a wide range of scientific and engineering problems in dozens of areas many of which are covered in this text. These include simulation, optimization, finance, statistical mechanics, birth and death processes, Bayesian inference, quadrature, gambling systems and more..This text is for students of engineering, science, economics and mathematics who want to learn about Monte Carlo methods but have only a passing acquaintance with probability theory. The probability needed to understand the material is developed within the text itself in a direct manner using Monte Carlo experiments for reinforcement. There is a prerequisite of at least one year of calculus and a semester of matrix algebra..Each new idea is carefully motivated by a realistic problem, thus leading to insights into probability theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. All examples in the text are coded in Python as a representative language; the logic is suffic |
出版日期 | Textbook 2024Latest edition |
关键词 | Markov chain; Markov chain Monte Carlo; Matlab; Monte Carlo; Monte Carlo method; Probability distribution |
版次 | 2 |
doi | https://doi.org/10.1007/978-3-031-55964-8 |
isbn_softcover | 978-3-031-55966-2 |
isbn_ebook | 978-3-031-55964-8Series ISSN 0172-6056 Series E-ISSN 2197-5604 |
issn_series | 0172-6056 |
copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |