Monte Carlo strategies in scientific computing
By: Jun S. Liu.
Series: Springer series in statistics
Publisher: Springer
Published: 2001
Place of publication: New York
Language: eng
Number of pages: 343
Subjects: Science -- Statistical methods; Monte Carlo method
Description: "This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. 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 the textbook for a graduate-level course on Monte Carlo methods. Many problems discussed in the later chapters can be potential thesis topics for master's or Ph.D. students in statistics or computer science departments."--BOOK JACKET.
Notes: Includes bibliographical references (p. [313]-332) and indexes.