Lectures on monte carlo theory
Auteur :
Lorek, Paweł / Rolski, Tomasz
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783032011893
Date de publication :
26 oct. 2025
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
line-height: normal;">Topics include the generation and analysis of pseudorandom numbers (which are intended to imitate truly random numbers on a computer), the design and justification of Monte Carlo algorithms, and advanced approaches such as Markov chain Monte Carlo and stochastic optimization.