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Monte Carlo Strategies in Scientific Computing
Paperback
Series: Springer Statistics
General MathematicsPhysicsProbability & Statistics
ISBN13: 9780387763699
Publisher: Springer
Published: Jan 4 2008
Pages: 344
Weight: 1.11
Height: 0.64 Width: 6.42 Depth: 9.18
Language: English
A large number of scientists and engineers use Monte Carlo simulation as an essential tool in their work. This paperback edition (a reprint of the 2001 Springer edition) provides an up-to-date and self-contained summary of recent research results. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods. Many problems discussed in the later chapters can be potential thesis topics for masters' or Ph.D. students in statistics or computer science departments.
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