Monte Carlo

Monte Carlo

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Apart from a thorough exploration of all the important concepts, this volume includes over 75 algorithms, ready for putting into practice. The book also contains numerous hands-on implementations of selected algorithms to demonstrate applications in realistic settings. Readers are assumed to have a sound understanding of calculus, introductory matrix analysis, and intermediate statistics, but otherwise the book is self-contained. Suitable for graduates and undergraduates in mathematics and engineering, in particular operations research, statistics, and computer science.Since (Ex. 31) D agt; D = pr[|d, a€“ ca#39; s 6, sc(1 + 8, )], (89c) choosing n to satisfy Da#39; agt; 1 a€“ 6 guarantees D agt; 1 a€“ 6. ... development for a distributional constant holds when S is a continuous random vector with pdf (f(s) = h(s)/c agt; 0, s e 9Ad), c agt; 0, 9Ad| alt; 00, anbsp;...

Title:Monte Carlo
Author:George Fishman
Publisher:Springer Science & Business Media - 2013-03-09


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