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Monte Carlo Strategies in Scientific Computing

Name: Monte Carlo Strategies in Scientific Computing
Brand: Springer-Verlag New York Inc.
SKU: 01382872
Price: 153.69 EUR
Availability: InStock
Author: Jun S. Liu
ISBN: 9780387763699

Jun S. Liu

Lingua

Inglese

Libro In brossura

Codice Libristo: 01382872

Casa editrice Springer-Verlag New York Inc., gennaio 2008

This paperback edition is a reprint of the 2001 Springer edition.§This book provides a self-containe... Descrizione completa

Codice Libristo: 01382872

376 b

153.69 €

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This paperback edition is a reprint of the 2001 Springer edition.§This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be standardized and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as the textbook for a graduate-level course on Monte Carlo methods. Many problems discussed in the alter chapters can be potential thesis topics for masters or Ph.D. students in statistics or computer science departments.