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Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material.
This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.
Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material.
This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.
Franklin Mendevil is a professor at Acadia University in Nova Scotia. He received his PhD in 1996 at Georgia Institute of Technology. He has co-authored numerous papers and publications, several of which were with Dr. Shonkwiler.
| Erscheinungsjahr: | 2014 |
|---|---|
| Fachbereich: | EDV |
| Genre: | Informatik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Taschenbuch |
| Inhalt: |
xii
243 S. |
| ISBN-13: | 9781489983794 |
| ISBN-10: | 1489983791 |
| Sprache: | Englisch |
| Herstellernummer: | 978-1-4899-8379-4 |
| Einband: | Kartoniert / Broschiert |
| Autor: |
Shonkwiler, Ronald W.
Mendivil, Franklin |
| Hersteller: |
Springer
Springer, Berlin |
| Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
| Abbildungen: | XII, 243 p. |
| Maße: | 13 x 155 x 235 mm |
| Von/Mit: | Ronald W. Shonkwiler (u. a.) |
| Erscheinungsdatum: | 30.10.2014 |
| Gewicht: | 0,397 kg |
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