Monte Carlo Strategies in Scientific Computing
Title | Monte Carlo Strategies in Scientific Computing PDF eBook |
Author | Jun S. Liu |
Publisher | Springer Science & Business Media |
Pages | 364 |
Release | 2001 |
Genre | Business & Economics |
ISBN | 9780387952307 |
This book provides an 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. It can be used as a textbook for a graduate-level course on Monte Carlo methods.
Monte Carlo Strategies in Scientific Computing
Title | Monte Carlo Strategies in Scientific Computing PDF eBook |
Author | Jun S. Liu |
Publisher | Springer Science & Business Media |
Pages | 350 |
Release | 2013-11-11 |
Genre | Mathematics |
ISBN | 0387763716 |
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.
Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
Title | Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing PDF eBook |
Author | Harald Niederreiter |
Publisher | |
Pages | 392 |
Release | 1995-09-11 |
Genre | |
ISBN | 9781461225539 |
Conference "Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing."
Title | Conference "Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing." PDF eBook |
Author | |
Publisher | |
Pages | |
Release | |
Genre | |
ISBN |
Introducing Monte Carlo Methods with R
Title | Introducing Monte Carlo Methods with R PDF eBook |
Author | Christian Robert |
Publisher | Springer Science & Business Media |
Pages | 297 |
Release | 2010 |
Genre | Computers |
ISBN | 1441915753 |
This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison.
Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
Title | Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing PDF eBook |
Author | Harald Niederreiter |
Publisher | Springer Science & Business Media |
Pages | 391 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 1461225523 |
Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations. This collection of papers arises from a conference held at the University of Nevada, Las Vegas, in 1994. The conference brought together researchers across a range of disciplines whose interests include the theory and application of these methods. This volume provides a timely survey of this field and the new directions in which the field is moving.
Monte Carlo and Quasi-Monte Carlo Methods
Title | Monte Carlo and Quasi-Monte Carlo Methods PDF eBook |
Author | Art B. Owen |
Publisher | Springer |
Pages | 476 |
Release | 2018-07-03 |
Genre | Computers |
ISBN | 3319914367 |
This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.