Del i serien Undergraduate Texts in Mathematics

Explorations in Monte Carlo Methods

Inbunden, Engelska, 2024

AvRonald W. Shonkwiler,Franklin Mendivil

1 039 kr

Beställningsvara. Skickas inom 5-8 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

Finns i fler format (3)

Inbunden

899 kr

Skickas inom 5-8 vardagar

Häftad

989 kr

Skickas inom 5-8 vardagar

Häftad

779 kr

Skickas inom 10-15 vardagar

Topics include probability distributions, probability calculations, sampling, counting combinatorial objects, Markov chains, random walks, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, random number generation, Bayesian Inference, Gibbs Sampling and Monte Carlo integration.

Produktinformation

Utgivningsdatum2024-06-15
Mått155 x 235 x 22 mm
Vikt612 g
FormatInbunden
SpråkEngelska
SerieUndergraduate Texts in Mathematics
Antal sidor280
Upplaga2
FörlagSpringer International Publishing AG
ISBN9783031559631

Tillhör följande kategorier

Ronald W. Shonkwiler is professor emeritus at Georgia Institute of Technology School of Mathematics. He received his PhD in 1970. His areas of expertise include: stochastic optimization, computer simulation, Monte Carlo numerical methods, mathematical biology, and reproducing Kernel Hilbert spaces.Franklin Mendivil is a professor at Acadia University in Nova Scotia. He received his BSCE in Civil Engineering and his PhD in 1996 at Georgia Institute of Technology. In addition to the first edition of this text, Professor Mendivil co-authored "Fractal-Based Methods in Analysis" 2012.

1. Introduction to Monte Carlo Methods.- 2. Some Probability Distributions and Their Uses.- 3. Markov Chain Monte Carlo.- 4. Random Walks.- 5. Optimization by Monte Carlo Methods.- 6. More on Markov Chain Monte Carlo.- A. Generating Uniform Random Numbers.- B. Perron Frobenius Theorem.- C. Kelly Allocation for Correlated Investments.- D. Donsker's Theorem.- E. Projects.- References.- List of Notation.- Code Index.

“This book is a joy to read cover to cover. Firstly, it is comprehensive in its treatment of the topics covered; containing interesting combination of techniques and encyclopaedic knowledge (on probability and number generators) that is hard to find in just (at an understandable level) one place elsewhere. … The book is littered with excellent, exciting and accessible … .” (physicsbookreviewer.blogspot.com, January 29, 2025)