Год выпуска: 0 Автор: George S. Fishman Издательство: Страниц: 0 ISBN: 038794527X
Описание
This volume presents a comprehensive first course in the Monte Carlo method which will be suitable for graduate and undergraduate students in the mathematical sciences and engineering, principally in operations research, statistics, mathematics, and computer science. The reader is assumed to have a sound understanding of calculus, introductory matrix analysis, probability, and intermediate statistics, but otherwise the book is self-contained. As well as a thorough exploration of the important concepts ofthe Monte Carlo method, the volume includes over 90 algorithms which allow the reader to move rapidly from the concepts to putting them into practice. The book also contains numerous exercises, many of them hands-on implementations of selected algorithmsto demonstrate the application of these ideas in realistic settings. Software, freely available via ftp and portable across computing platforms, provides programs for pseudorandom number generation and statistical sample path data...
