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Monte Carlo
Concepts, Algorithms, and Applications
Buch von George Fishman
Sprache: Englisch

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Beschreibung
This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a single­ source book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book. In addition to focused accounts of major topics, the book has two unifying themes: One concerns the effective use of information and the other concerns error control and reduction. The book describes how to incorporate information about a problem into a sampling plan in a way that reduces the cost of estimating its solution to within a specified error bound. Although exploiting special structures to reduce cost long has been a hallmark of the Monte Carlo method, the propen­ sity of users of the method to discard useful information because it does not fit traditional textbook models repeatedly has impressed me. The present account aims at reducing the impediments to integrating this information. Errors, both statistical and computational, abound in every Monte Carlo sam­ pling experiment, and a considerable methodology exists for controlling them.
This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a single­ source book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book. In addition to focused accounts of major topics, the book has two unifying themes: One concerns the effective use of information and the other concerns error control and reduction. The book describes how to incorporate information about a problem into a sampling plan in a way that reduces the cost of estimating its solution to within a specified error bound. Although exploiting special structures to reduce cost long has been a hallmark of the Monte Carlo method, the propen­ sity of users of the method to discard useful information because it does not fit traditional textbook models repeatedly has impressed me. The present account aims at reducing the impediments to integrating this information. Errors, both statistical and computational, abound in every Monte Carlo sam­ pling experiment, and a considerable methodology exists for controlling them.
Zusammenfassung
Comprehensive self-contained account of the Monte Carlo method by one of the subject's leading experts. Contains numerous examples from different fields of application and many exercises designed to provide students with hands-on experience in implementing algorithms.
Inhaltsverzeichnis
1 Introduction.- 2 Estimating Volume and Count.- 3 Generating Samples.- 4 Increasing Efficiency.- 5 Random Tours.- 7 Generating Pseudorandom Numbers.- Author Index.
Details
Erscheinungsjahr: 1996
Genre: Informatik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Seiten: 728
Reihe: Springer Series in Operations Research and Financial Engineering
Inhalt: xxv
698 S.
20 s/w Illustr.
698 p. 20 illus.
ISBN-13: 9780387945279
ISBN-10: 038794527X
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Fishman, George
Auflage: 1996
Hersteller: Springer US
Springer New York
Springer Series in Operations Research and Financial Engineering
Maße: 241 x 183 x 44 mm
Von/Mit: George Fishman
Erscheinungsdatum: 25.04.1996
Gewicht: 1,428 kg
preigu-id: 102547332
Zusammenfassung
Comprehensive self-contained account of the Monte Carlo method by one of the subject's leading experts. Contains numerous examples from different fields of application and many exercises designed to provide students with hands-on experience in implementing algorithms.
Inhaltsverzeichnis
1 Introduction.- 2 Estimating Volume and Count.- 3 Generating Samples.- 4 Increasing Efficiency.- 5 Random Tours.- 7 Generating Pseudorandom Numbers.- Author Index.
Details
Erscheinungsjahr: 1996
Genre: Informatik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Seiten: 728
Reihe: Springer Series in Operations Research and Financial Engineering
Inhalt: xxv
698 S.
20 s/w Illustr.
698 p. 20 illus.
ISBN-13: 9780387945279
ISBN-10: 038794527X
Sprache: Englisch
Ausstattung / Beilage: HC runder Rücken kaschiert
Einband: Gebunden
Autor: Fishman, George
Auflage: 1996
Hersteller: Springer US
Springer New York
Springer Series in Operations Research and Financial Engineering
Maße: 241 x 183 x 44 mm
Von/Mit: George Fishman
Erscheinungsdatum: 25.04.1996
Gewicht: 1,428 kg
preigu-id: 102547332
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