A First Course in Monte Carlo by George Fishman - PDF and EPUB eBook

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A FIRST COURSE IN MONTE CARLO shows you how to design, perform, and analyze the results of MC experiments based on independent...

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Details of A First Course in Monte Carlo

Exact title of the book
A First Course in Monte Carlo
Book author
George Fishman
Book edition
Hardcover
Number of pages
414 pages
Language
English
Published
October 1st 2005 by Duxbury Resource Center
File size (in PDF)
1656 kB
A First Course in Monte Carlo

Some brief overview of book

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.