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A Primer for the Monte Carlo Method

A Primer for the Monte Carlo Method

Hardcover

Medical ReferenceGeneral MathematicsProbability & Statistics

ISBN10: 1138469556
ISBN13: 9781138469556
Publisher: CRC Press
Published: Aug 29 2017
Pages: 126
Weight: 0.65
Height: 0.38 Width: 5.50 Depth: 8.50
Language: English
The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. This work demonstrates how practical problems in science, industry, and trade can be solved using this method. It presents various examples of its application, including queueing, quality and reliability estimations and neutron transport.

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Sobol, Ilya M.

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Probability & Statistics