Synopsis
A FIRST COURSE IN MONTE CARLO shows you how to design, perform, and analyze the results of MC experiments based on independent replications, Markov chain MC, and MC optimization. The text emphasizes the variance-reducing techniques of importance sampling, stratified sampling, Rao-Blackwellization, control variates, antithetic variates, and quasi-random numbers. For solving optimization problems it describes several MC techniques, including simulated annealing, simulated tempering, swapping, stochastic tunneling, and genetic algorithms. Examples from many areas show how these techniques perform in practice. Hands-on exercises allow you to experience challenges encountered when solving real problems. An answer key to selected problems is included.
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About the Author
George Fishman has regularly contributed to the literature on the Monte Carlo method and discrete-event simulation over the last 40 years. His earlier book, MONTE CARLO: CONCEPTS, ALGORITHMS, AND APPLICATIONS (Springer-Verlag, 1996) won the 1996 Lancaster award for best publication of the Institute for Operations Research and Management Sciences (INFORMS) and the 1997 outstanding publication award of the INFORMS College on Simulation.
Synopsis
Fishman (U. of North Carolina at Chapel Hill) provides an intermediate-level account of Monte Carlo methods to give readers the basic principles and techniques as well as an idea of how they work in real life. Monte Carlo methods are applied tools, so students get a variety of unique and imaginative hands-on exercises after the concise descriptions
"About this title" may belong to another edition of this title.
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A First Course in Monte Carlo
Published by
Thomson Higher Education, Belmont, CA, 2006
ISBN 10: 053442046X
ISBN 13: 9780534420468
Used
Hardcover
Seller: Twice Sold Tales, Capitol Hill, Seattle, WA, U.S.A.
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Hardcover, 414 pages. Condition: Very good. Light soiling to pictorial boards, corners slightly bumped. Pages appear free of writing / highlighting. In nice shape. Seller Inventory # 9725
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A First Course in Monte Carlo
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Hardcover. Condition: Very Good. No Jacket. Missing dust jacket; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G053442046XI4N01
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A First Course in Monte Carlo
Published by
Duxbury Press (edition 1), 2005
ISBN 10: 053442046X
ISBN 13: 9780534420468
Used
Hardcover
Seller: BooksRun, Philadelphia, PA, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good. 1. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Seller Inventory # 053442046X-8-1