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ISBN10: 9400958218, ISBN13: 9789400958210, [publisher: Springer Netherlands] Softcover Druck auf Anfrage Neuware - Printed after ordering - This monograph surveys the present state of Monte Carlo methods. we have dallied with certain topics that have interested us Although personally, we hope that our coverage of the subject is reasonably complete; at least we believe that this book and the references in it come near to exhausting the present range of the subject. On the other hand, there are many loose ends; for example we mention various ideas for variance reduction that have never been seriously appli(:d in practice. This is inevitable, and typical of a subject that has remained in its infancy for twenty years or more. We are convinced Qf:ver theless that Monte Carlo methods will one day reach an impressive maturity. The main theoretical content of this book is in Chapter 5; some readers may like to begin with this chapter, referring back to Chapters 2 and 3 when necessary. Chapters 7 to 12 deal with applications of the Monte Carlo method in various fields, and can be read in any order. For the sake of completeness, we cast a very brief glance in Chapter 4 at the direct simulation used in industrial and operational research, where the very simplest Monte Carlo techniques are usually sufficient. We assume that the reader has what might roughly be described as a 'graduate' knowledge of mathematics. The actual mathematical techniques are, with few exceptions ...
ISBN10: 9400958218, ISBN13: 9789400958210, [publisher: Springer Netherlands] Softcover Druck auf Anfrage Neuware - Printed after ordering - This monograph surveys the present state of Monte Carlo methods. we have dallied with certain topics that have interested us Although personally, we hope that our coverage of the subject is reasonably complete; at least we believe that this book and the references in it come near to exhausting the present range of the subject. On the other hand, there are many loose ends; for example we mention various ideas for variance reduction that have never been seriously appli(:d in practice. This is inevitable, and typical of a subject that has remained in its infancy for twenty years or more. We are convinced Qf:ver theless that Monte Carlo methods will one day reach an impressive maturity. The main theoretical content of this book is in Chapter 5; some readers may like to begin with this chapter, referring back to Chapters 2 and 3 when necessary. Chapters 7 to 12 deal with applications of the Monte Carlo method in various fields, and can be read in any order. For the sake of completeness, we cast a very brief glance in Chapter 4 at the direct simulation used in industrial and operational research, where the very simplest Monte Carlo techniques are usually sufficient. We assume that the reader has what might roughly be described as a 'graduate' knowledge of mathematics. The actual mathematical techniques are, with few exceptions ...
Paperback / softback. New. This monograph surveys the present state of Monte Carlo methods. For the sake of completeness, we cast a very brief glance in Chapter 4 at the direct simulation used in industrial and operational research, where the very simplest Monte Carlo techniques are usually sufficient. ISBN 9400958218 9789400958210 [GB]
ISBN10: 9400958218, ISBN13: 9789400958210, [publisher: Springer] Softcover Series: Monographs on Statistics and Applied Probability (Closed). Num Pages: 186 pages, biography. BIC Classification: PBKS. Category: (P) Professional & Vocational. Dimension: 198 x 129 x 10. Weight in Grams: 208. . 2011. Softcover reprint of the original 1st ed. 1964. Paperback. . . . . Books ship from the US and Ireland. [Olney, MD, U.S.A.] [Publication Year: 2011]
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