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Explorations in Monte Carlo Methods

Monte Carlo Methods are among the most used, and useful, computational tools available today. They provide efficient and practical algorithms to solve a wide range of scientific and engineering problems in dozens of areas many of which are covered in this text. These include simulation, optimization...

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Збережено в:
Бібліографічні деталі
Автори: Shonkwiler, Ronald W. (Автор), Mendivil, Franklin (Автор)
Співавтор: SpringerLink (Online service)
Формат: Електронний ресурс eКнига
Мова:Англійська
Опубліковано: Cham : Springer Nature Switzerland : Imprint: Springer, 2024.
Редагування:2nd ed. 2024.
Серія:Undergraduate Texts in Mathematics,
Предмети:
Probabilities.
Computer science > Mathematics.
Mathematical statistics.
Algorithms.
Game theory.
Computer simulation.
Mathematical optimization.
Probability Theory.
Probability and Statistics in Computer Science.
Game Theory.
Computer Modelling.
Optimization.
Онлайн доступ:https://doi.org/10.1007/978-3-031-55964-8
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Зміст:
  • 1. Introduction to Monte Carlo Methods
  • 2. Some Probability Distributions and Their Uses
  • 3. Markov Chain Monte Carlo
  • 4. Random Walks
  • 5. Optimization by Monte Carlo Methods
  • 6. More on Markov Chain Monte Carlo
  • A. Generating Uniform Random Numbers
  • B. Perron Frobenius Theorem
  • C. Kelly Allocation for Correlated Investments
  • D. Donsker's Theorem
  • E. Projects
  • References
  • List of Notation
  • Code Index.

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