Shonkwiler, Ronald W., Mendivil, Franklin
2009, XII, 243 p.
Springer eBooks may be purchased by end-customers only and are sold without copy protection (DRM free). Instead, all eBooks include personalized watermarks. This means you can read the Springer eBooks across numerous devices such as Laptops, eReaders, and tablets.
You can pay for Springer eBooks with Visa, Mastercard, American Express or Paypal.
After the purchase you can directly download the eBook file or read it online in our Springer eBook Reader. Furthermore your eBook will be stored in your MySpringer account. So you can always re-download your eBooks.
(net)
price for USA
ISBN 978-0-387-87837-9
digitally watermarked, no DRM
Included Format: PDF
download immediately after purchase
Hardcover version
You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.
Standard shipping is free of charge for individual customers.
(net)
price for USA
ISBN 978-0-387-87836-2
free shipping for individuals worldwide
usually dispatched within 3 to 5 business days
Softcover (also known as softback) version.
You can pay for Springer Books with Visa, Mastercard, American Express or Paypal.
Standard shipping is free of charge for individual customers.
(net)
price for USA
ISBN 978-1-4899-8379-4
free shipping for individuals worldwide
usually dispatched within 3 to 5 business days
Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems.
Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material.
This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.
Content Level » Lower undergraduate
Keywords » Markov chain - Markov chain Monte Carlo - Matlab - Monte Carlo - Monte Carlo method - Probability distribution - algorithims - algorithms - genetic algorithms - optimization - probability - random number generator - random walk - simulation - stochastic processes
Related subjects » Applications - Computational Science & Engineering - Mathematics - Probability Theory and Stochastic Processes - Theoretical Computer Science
Get alerted on new Springer publications in the subject area of Probability Theory and Stochastic Processes.