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Exploring Monte Carlo Methods
Barnes and Noble
Exploring Monte Carlo Methods
Current price: $127.00
Barnes and Noble
Exploring Monte Carlo Methods
Current price: $127.00
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This book provides the basic detail necessary to learn how to apply Monte Carlo methods and thus should be useful as a text book for undergraduate or graduate courses in numerical methods. It is written so that interested readers with only an understanding of calculus and differential equations can learn Monte Carlo on their own. Coverage of topics such as variance reduction, pseudo-random number generation, Markov chain Monte Carlo, inverse Monte Carlo, and linear operator equations will make the book useful even to experienced Monte Carlo practitioners.