Monte Carlo Strategies in Scientific Computing
Download or Read eBook Monte Carlo Strategies in Scientific Computing PDF written by Jun S. Liu and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 350 pages. Available in PDF, EPUB and Kindle.
| Author | : Jun S. Liu |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 350 |
| Release | : 2013-11-11 |
| ISBN-10 | : 9780387763712 |
| ISBN-13 | : 0387763716 |
| Rating | : 4/5 (12 Downloads) |
Book Synopsis Monte Carlo Strategies in Scientific Computing by : Jun S. Liu
Book excerpt: 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 a textbook for a graduate-level course on Monte Carlo methods.
