Monte Carlo Strategies in Scientific Computing
Edición de la obra Monte Carlo strategies in scientific computing
| Autor | Jun S. Liu |
|---|---|
| Editorial | Springer London, Limited |
| Fecha de publicación | 2013 |
| Idioma | inglés |
| ISBN-13 | 9780387763712 |
| Número de Cutter | L783m |
"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 later chapters can be potential thesis topics for master's or Ph.D. students in statistics or computer science departments."--BOOK JACKET.