Monte carlo methods utilizing mathematica®: applications in inverse transform and acceptance-rejection sampling
Auteur :
Chowdhury, Sujaul
Éditeur :
Springer International Publishing AG
ISBN :
9783031232961
Date de publication :
26 févr. 2024
Dimensions :
24,0 x 16,8 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book provides practical demonstrations of how to carry out definite integrals with Monte Carlo methods using Mathematica. Random variates are sampled by the inverse transform method and the acceptance-rejection method using uniform, linear, Gaussian, and exponential probability distribution functions.