A first course in Monte Carlo / George S. Fishman

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, c...

Full description

Saved in:
Bibliographic Details
Main Author: George S. Fishman
Language:Undetermined
English
Published: Belmont, CA Thomson Brooks/cole 2006
Subjects:
Tags: Add Tag
No Tags, Be the first to tag this record!
Institutions: Trung tâm Học liệu Trường Đại học Trà Vinh