A Primer for the Monte Carlo Method - ISBN:084938673X

A Primer for the Monte Carlo Method

Date: 08 May 2011, 00:45

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The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus.
Review
...Useful and thought-provoking...readily accessible to researchers in a wide variety of fields.
Bruce Jay Collings, Brigham Young University, in the Journal of the American Statistical Association, December 1997
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