Explorations in Monte Carlo Methods

• Main Authors: Shonkwiler, Ronald W. (Author), Mendivil, Franklin (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2009.
• Series: Undergraduate Texts in Mathematics,
• Subjects: Mathematics.; Mathematical statistics.; Computer simulation.; Game theory.; Algorithms.; Mathematical optimization.; Probabilities.; Probability Theory and Stochastic Processes.; Probability and Statistics in Computer Science.; Game Theory, Economics, Social and Behav. Sciences.; Simulation and Modeling.; Optimization.

Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and de...

Table of Contents:

• to Monte Carlo Methods
• Some Probability Distributions and Their Uses
• Markov Chain Monte Carlo
• Optimization by Monte Carlo Methods
• Random Walks.