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...

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Auteur principal: George S. Fishman
Langue:Undetermined
English
Publié: Belmont, CA Thomson Brooks/cole 2006
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Trà Vinh