Explorations in Monte Carlo methods
By: Ronald W. Shonkwiler, Franklin Mendivil
Contributors: Mendivil, Franklin
Series: Undergraduate texts in mathematics; Undergraduate texts in mathematics
Publisher: Springer
Published: 2009
Place of publication: Dordrecht; New York
Language: eng
Number of pages: 243
ISBN-13: 9780387878362; 9780387878379
Subjects: Monte-Carlo-Simulation; Monte Carlo method
Notes: Includes bibliographical references (p. [235]-237) and index.
Table of contents: title: Introduction to Monte Carlo methods; title: Some probability distributions and their uses; title: Markov chain Monte Carlo; title: Optimization by Monte Carlo methods; title: Random walks.