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Monte Carlo strategies in scientific computing
"This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the r...
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| Auteur principal : | |
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| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Monte Carlo strategies in scientific computing / Jun S. Liu |
| Publié : |
New York :
Springer
, cop. 2001 |
| Description matérielle : | 1 vol. (XVI-343 p.) |
| Collection : | Springer series in statistics |
| Sujets : |
| Résumé : | "This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as the textbook for a graduate-level course on Monte Carlo methods. Many problems discussed in the alter chapters can be potential thesis topics for masters or Ph.D. students in statistics or computer science departments" |
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| Historique des publications : | Autres tirages : 2004, 2008 (1er tirage broché ) |
| Bibliographie : | Bibliogr. p. [313]-332. Index |
| ISBN : | 0-387-95230-6 978-0-387-95230-7 978-0-387-76369-9 |