【资料名称】Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)
【资料作者】Ronald W. Shonkwiler, Franklin Mendivil
【出版社】Springer
【ISBN】9780387878362
【格式】244


Product Description:
Monte Carlo methods are amongthe most used and useful computational tools available today, providingefficient and practical algorithims to solve a wide range of scientificand engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems.
Explorations in Monte Carlo Methodsprovides a hands-on approach to learning this subject. Each new idea iscarefully motivated by a realistic problem, thus leading from questionsto theory via examples and numerical simulations. Programming exercisesare integrated throughout the text as the primary vehicle for learningthe material. Each chapter ends with a large collection of problemsillustrating and directing the material.
This book is suitableas a textbook for students of engineering and the sciences, as well asmathematics. The problem-oriented approach makes it ideal for anapplied course in basic probability and for a more specialized courseinMonte Carlo methods . Topics include probability distributions,counting combinatorial objects, simulated annealing, geneticalgorithms, option pricing, gamblers ruin,statistical mechanics, sampling, and random number generation.