First course in monte carlo simulation, a
Auteur :
Fishman, George
Éditeur :
Fishman, George
ISBN :
9780495018780
Date de publication :
27 oct. 2005
Dimensions :
22,8 x 18,5 x 1,7 cm
Poids :
636 g
Langue :
Anglais
Pays d'origine :
USA
Provides explanation of the Monte Carlo (MC) method. In addition to providing guidance for generating samples from diverse distributions, this book describes how to design, perform, and analyze the results of MC experiments based on independent replications, Markov chain MC, and MC optimization.