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Lectures on Monte Carlo Theory

Lectures on Monte Carlo Theory

Hardcover

Series: Probability Theory and Stochastic Modelling, Book 108

Probability & Statistics

ISBN10: 3032011892
ISBN13: 9783032011893
Publisher: Springer
Published: Oct 26 2025
Pages: 632
Weight: 2.38
Height: 1.38 Width: 6.14 Depth: 9.21
Language: English
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 tools for solving problems in fields such as operations research, biotechnology, and finance.

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Probability & Statistics