Simulation and the Monte Carlo Method - ISBN:0470177942

Simulation and the Monte Carlo Method

Date: 30 December 2010, 06:25

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Reuven Y. Rubinstein, Dirk P. Kroese ・・Simulation and the Monte Carlo Method "
Wiley-Interscience | 2007-12-19 | ISBN:0470177942 | 345 pages | PDF | 14 Mb
* The authoritative resource for understanding the power behind Monte Carlo Methods.
* Most ideas are introduced and explained by way of concrete examples, algorithms, and practical experiments
* A new co-author has now been added to enliven the writing style and to provide modern day expertise on new topics
* An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly
* Examples of cross-entropy programs, written in MATLAB, are given in an appendix
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