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001 978-0-387-87837-9
003 DE-He213
005 20181204133149.0
007 cr nn 008mamaa
008 100301s2009 xxu| s |||| 0|eng d
020 _a9780387878379
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024 7 _a10.1007/978-0-387-87837-9
_2doi
040 _aISI Library, Kolkata
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
072 7 _aPBT
_2thema
072 7 _aPBWL
_2thema
082 0 4 _a519.2
_223
100 1 _aShonkwiler, Ronald W.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _aExplorations in Monte Carlo Methods
_h[electronic resource] /
_cby Ronald W. Shonkwiler, Franklin Mendivil.
264 1 _aNew York, NY :
_bSpringer New York,
_c2009.
300 _aXII, 243 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aUndergraduate Texts in Mathematics,
_x0172-6056
505 0 _ato Monte Carlo Methods -- Some Probability Distributions and Their Uses -- Markov Chain Monte Carlo -- Optimization by Monte Carlo Methods -- Random Walks.
520 _aMonte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.
650 0 _aDistribution (Probability theory.
650 0 _aComputer science.
650 0 _aAlgorithms.
650 0 _aMathematics.
650 0 _aComputer simulation.
650 0 _aMathematical optimization.
650 1 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
650 2 4 _aProbability and Statistics in Computer Science.
_0http://scigraph.springernature.com/things/product-market-codes/I17036
650 2 4 _aAlgorithms.
_0http://scigraph.springernature.com/things/product-market-codes/M14018
650 2 4 _aGame Theory, Economics, Social and Behav. Sciences.
_0http://scigraph.springernature.com/things/product-market-codes/M13011
650 2 4 _aSimulation and Modeling.
_0http://scigraph.springernature.com/things/product-market-codes/I21025
650 2 4 _aOptimization.
_0http://scigraph.springernature.com/things/product-market-codes/M26008
700 1 _aMendivil, Franklin.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387879499
776 0 8 _iPrinted edition:
_z9780387878362
776 0 8 _iPrinted edition:
_z9781489983794
830 0 _aUndergraduate Texts in Mathematics,
_x0172-6056
856 4 0 _uhttps://doi.org/10.1007/978-0-387-87837-9
912 _aZDB-2-SMA
942 _cEB
950 _aMathematics and Statistics (Springer-11649)
999 _c426325
_d426325