Paula Whitlock A. Monte Carlo Methods
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This introduction to Monte Carlo methods seeks to identify and study the unifying elements that underlie their effective application. Initial chapters provide a short treatment of the probability and statistics needed as background, enabling those without experience in Monte Carlo techniques to
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Paula Whitlock A. Monte Carlo Methods, Volume 1
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This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It focuses on two basic themes. The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral
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Ilya Prigogine Monte Carlo Methods in Chemical Physics
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In Monte Carlo Methods in Chemical Physics: An Introduction to the Monte Carlo Method for Particle Simulations J. Ilja Siepmann Random Number Generators for Parallel Applications Ashok Srinivasan, David M. Ceperley and Michael Mascagni Between Classical and Quantum Monte Carlo Methods:
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Reuven Y. Rubinstein Fast Sequential Monte Carlo Methods for Counting and Optimization
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A comprehensive account of the theory and application of Monte Carlo methods Based on years of research in efficient Monte Carlo methods for estimation of rare-event probabilities, counting problems, and combinatorial optimization, Fast Sequential Monte Carlo Methods for Counting and Optimization
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Dirk P. Kroese Handbook of Monte Carlo Methods
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A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their
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Faming Liang Advanced Markov Chain Monte Carlo Methods
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Markov Chain Monte Carlo (MCMC) methods are now an indispensable tool in scientific computing. This book discusses recent developments of MCMC methods with an emphasis on those making use of past sample information during simulations. The application examples are drawn from diverse fields such as
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Gerardo Rubino Rare Event Simulation using Monte Carlo Methods
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In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information
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Группа авторов Simulation and the Monte Carlo Method
Купить за 18381.01 RUR
This book provides the first simultaneous coverage of the statistical aspects of simulation and Monte Carlo methods, their commonalities and their differences for the solution of a wide spectrum of engineering and scientific problems. It contains standard material usually considered in Monte Carlo
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Paolo Brandimarte Handbook in Monte Carlo Simulation. Applications in Financial Engineering, Risk Management, and Economics
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An accessible treatment of Monte Carlo methods, techniques, and applications in the field of finance and economics Providing readers with an in-depth and comprehensive guide, the Handbook in Monte Carlo Simulation: Applications in Financial Engineering, Risk Management, and Economics presents a
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Jochen Voss An Introduction to Statistical Computing. A Simulation-based Approach
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A comprehensive introduction to sampling-based methods in statistical computing The use of computers in mathematics and statistics has opened up a wide range of techniques for studying otherwise intractable problems. Sampling-based simulation techniques are now an invaluable tool for exploring
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Wang Yu Engineering Risk Assessment with Subset Simulation
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This book starts with the basic ideas in uncertainty propagation using Monte Carlo methods and the generation of random variables and stochastic processes for some common distributions encountered in engineering applications. It then introduces a class of powerful simulation techniques called
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Reuven Y. Rubinstein Simulation and the Monte Carlo Method
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This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated
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