Lectures on Monte Carlo Theory
This book presents a broad range of computational techniques based on repeated random sampling, widely known as Monte Carlo methods and sometimes as stochastic simulation. These methods bring together ideas from probability theory, statistics, computer science, and statistical physics, providing too...
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| Hlavní autoři: | , |
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| Korporativní autor: | |
| Médium: | Elektronický zdroj E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2025.
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| Vydání: | 1st ed. 2025. |
| Edice: | Probability Theory and Stochastic Modelling,
108 |
| Témata: | |
| On-line přístup: | https://doi.org/10.1007/978-3-032-01190-9 |
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Obsah:
- Chapter 1. Introduction
- Chapter 2. The theory of generators
- Chapter 3. Generating random variables
- Chapter 4. Simulation Output Analysis: Independent Replications
- Chapter 5. Variance Reduction Techniques
- Chapter 6. Markov chain Monte Carlo methods
- Chapter 7. Stochastic optimization
- Chapter 8. Simulation of queues and related models.