Band 707
Simulation and the Monte Carlo Method
Aus der Reihe
Wiley Series in Probability and Statistics
-
- Einzelkauf Download ausgewählt
-
Sprache:Englisch
-
eBook Format:PDF
- ePUB 3 123,99 €
- PDF 108,99 € ausgewählt
-
Verlag:Sybex
108,99 €
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
18.02.2008
Verlag
SybexSeitenzahl
384 (Printausgabe)
Dateigröße
15698 KB
Auflage
2. Auflage
Sprache
Englisch
EAN
9780470230374
This accessible new edition explores the major topics in MonteCarlo simulation
Simulation and the Monte Carlo Method, Second Editionreflects the latest developments in the field and presents a fullyupdated and comprehensive account of the major topics that haveemerged in Monte Carlo simulation since the publication of theclassic First Edition over twenty-five years ago. Whilemaintaining its accessible and intuitive approach, this revisededition features a wealth of up-to-date information thatfacilitates a deeper understanding of problem solving across a widearray of subject areas, such as engineering, statistics, computerscience, mathematics, and the physical and life sciences.
The book begins with a modernized introduction that addressesthe basic concepts of probability, Markov processes, and convexoptimization. Subsequent chapters discuss the dramatic changes thathave occurred in the field of the Monte Carlo method, with coverageof many modern topics including:
* Markov Chain Monte Carlo
* Variance reduction techniques such as the transform likelihoodratio method and the screening method
* The score function method for sensitivity analysis
* The stochastic approximation method and the stochasticcounter-part method for Monte Carlo optimization
* The cross-entropy method to rare events estimation andcombinatorial optimization
* Application of Monte Carlo techniques for counting problems,with an emphasis on the parametric minimum cross-entropymethod
An extensive range of exercises is provided at the end of eachchapter, with more difficult sections and exercises markedaccordingly for advanced readers. A generous sampling of appliedexamples is positioned throughout the book, emphasizing variousareas of application, and a detailed appendix presents anintroduction to exponential families, a discussion of thecomputational complexity of stochastic programming problems, andsample MATLAB programs.
Requiring only a basic, introductory knowledge of probabilityand statistics, Simulation and the Monte Carlo Method,Second Edition is an excellent text for upper-undergraduate andbeginning graduate courses in simulation and Monte Carlotechniques. The book also serves as a valuable reference forprofessionals who would like to achieve a more formal understandingof the Monte Carlo method.
Simulation and the Monte Carlo Method, Second Editionreflects the latest developments in the field and presents a fullyupdated and comprehensive account of the major topics that haveemerged in Monte Carlo simulation since the publication of theclassic First Edition over twenty-five years ago. Whilemaintaining its accessible and intuitive approach, this revisededition features a wealth of up-to-date information thatfacilitates a deeper understanding of problem solving across a widearray of subject areas, such as engineering, statistics, computerscience, mathematics, and the physical and life sciences.
The book begins with a modernized introduction that addressesthe basic concepts of probability, Markov processes, and convexoptimization. Subsequent chapters discuss the dramatic changes thathave occurred in the field of the Monte Carlo method, with coverageof many modern topics including:
* Markov Chain Monte Carlo
* Variance reduction techniques such as the transform likelihoodratio method and the screening method
* The score function method for sensitivity analysis
* The stochastic approximation method and the stochasticcounter-part method for Monte Carlo optimization
* The cross-entropy method to rare events estimation andcombinatorial optimization
* Application of Monte Carlo techniques for counting problems,with an emphasis on the parametric minimum cross-entropymethod
An extensive range of exercises is provided at the end of eachchapter, with more difficult sections and exercises markedaccordingly for advanced readers. A generous sampling of appliedexamples is positioned throughout the book, emphasizing variousareas of application, and a detailed appendix presents anintroduction to exponential families, a discussion of thecomputational complexity of stochastic programming problems, andsample MATLAB programs.
Requiring only a basic, introductory knowledge of probabilityand statistics, Simulation and the Monte Carlo Method,Second Edition is an excellent text for upper-undergraduate andbeginning graduate courses in simulation and Monte Carlotechniques. The book also serves as a valuable reference forprofessionals who would like to achieve a more formal understandingof the Monte Carlo method.
Noch keine Bewertungen vorhanden
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.
Kurze Frage zu unserer Seite
Vielen Dank für Ihr Feedback
Wir nutzen Ihr Feedback, um unsere Produktseiten zu verbessern. Bitte haben Sie Verständnis, dass wir Ihnen keine Rückmeldung geben können. Falls Sie Kontakt mit uns aufnehmen möchten, können Sie sich aber gerne an unseren Kund*innenservice wenden.
zum Kundenservice