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...
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Ngôn ngữ: | Undetermined English |
| Được phát hành: |
Belmont, CA
Thomson Brooks/cole
2006
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| Những chủ đề: | |
| Các nhãn: |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Trà Vinh |
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| LEADER | 01329nam a2200229Ia 4500 | ||
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| 008 | 210423s9999 xx 000 0 und d | ||
| 020 | |a 053442046X | ||
| 041 | |a eng | ||
| 082 | |a 620.00452 | ||
| 082 | |b G205 | ||
| 100 | |a George S. Fishman | ||
| 245 | 2 | |a A first course in Monte Carlo / George S. Fishman | |
| 260 | |a Belmont, CA | ||
| 260 | |b Thomson Brooks/cole | ||
| 260 | |c 2006 | ||
| 300 | |a xi, 414 p. | ||
| 300 | |b ill. | ||
| 300 | |c 25 cm | ||
| 520 | |a 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, control variates, antithetic variates, and quasi-random numbers. For solving optimization problems it describes several MC techniques, including simulated annealing, simulated tempering, swapping, stochastic tunneling, and genetic algorithms. Examples from many areas show how these techniques perform in practice. Hands-on exercises allow you to experience challenges encountered when solving real problems. An answer key to selected problems is included | ||
| 650 | |a Monte Carlo method | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Trà Vinh | ||