Monte Carlo: Concepts, Algorithms, and Applications by George S. Fishman

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Monte Carlo
Concepts, Algorithms, and Applications

Authors: George S. Fishman



This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a single- source book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book. In addition to focused accounts of major topics, the book has two unifying themes: One concerns the effective use of information and the other concerns error control and reduction. The book describes how to incorporate information about a problem into a sampling plan in a way that reduces the cost of estimating its solution to within a specified error bound. Although exploiting special structures to reduce cost long has been a hallmark of the Monte Carlo method, the propen- sity of users of the method to discard useful information because it does not fit traditional textbook models repeatedly has impressed me. The present account aims at reducing the impediments to integrating this information. Errors, both statistical and computational, abound in every Monte Carlo sam- pling experiment, and a considerable methodology exists for controlling them.

Table of contents
• Front Matter
• Introduction
• Estimating Volume and Count
• Generating Samples
• Increasing Efficiency
• Random Tours
• Designing and Analyzing Sample Paths
• Generating Pseudorandom Numbers
• Back Matter

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关键词：Applications Monte Carlo Application Algorithms Algorithm reference provides course method single

cmwei333 发表于 2016-9-9 13:29
Monte Carlo
Concepts, Algorithms, and Applications

这才是好书嘛

是可以复制的pdf版吗？

谢谢分享

paopao638 发表于 2016-9-9 16:32
是可以复制的pdf版吗？

是的

看看。。。
谢谢楼主的分享

THANKS A LOTS

多谢分享~