A FIRST COURSE IN MONTE CARLO shows you how to design, perform, and analyze the results of MC experiments based on independent replications, Markov chain MC, and MC optimization. The text emphasizes the variance-reducing techniques of importance sampling, stratified sampling, Rao-Blackwellization, control variates, antithetic variates, and quasi-random numbers. For solving optimization problems it describes several MC techniques, including simulated annealing, simulated tempering, swapping, stochastic tunneling, and genetic ...
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A FIRST COURSE IN MONTE CARLO shows you how to design, perform, and analyze the results of MC experiments based on independent replications, Markov chain MC, and MC optimization. The text emphasizes the variance-reducing techniques of importance sampling, stratified sampling, Rao-Blackwellization, control variates, antithetic variates, and quasi-random numbers. For solving optimization problems it describes several MC techniques, including simulated annealing, simulated tempering, swapping, stochastic tunneling, and genetic algorithms. Examples from many areas show how these techniques perform in practice. Hands-on exercises allow you to experience challenges encountered when solving real problems. An answer key to selected problems is included.
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Add this copy of A First Course in Monte Carlo to cart. $110.01, good condition, Sold by Dream Books Co. rated 4.0 out of 5 stars, ships from Denver, CO, UNITED STATES, published 2005 by Duxbury Press.
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Add this copy of A First Course in Monte Carlo to cart. $111.01, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2005 by Duxbury Press.
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Add this copy of A First Course in Monte Carlo to cart. $158.06, new condition, Sold by GridFreed rated 5.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 2005 by Duxbury Press.
Add this copy of A First Course in Monte Carlo to cart. $181.44, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2005 by Duxbury Press.
Add this copy of A First Course in Monte Carlo to cart. $228.64, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2005 by Duxbury Press.
