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Explorations in Monte Carlo Methods

Book w. online files / update
BuchGebunden
280 Seiten
Englisch
Springererschienen am15.06.20242. Aufl.
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.mehr
Verfügbare Formate
BuchGebunden
EUR74,89
E-BookPDF1 - PDF WatermarkE-Book
EUR74,89

Produkt

KlappentextTopics 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.
Details
ISBN/GTIN978-3-031-55963-1
ProduktartBuch
EinbandartGebunden
Verlag
Erscheinungsjahr2024
Erscheinungsdatum15.06.2024
Auflage2. Aufl.
ReiheUndergraduate Texts in Mathematics
Seiten280 Seiten
SpracheEnglisch
Gewicht555 g
IllustrationenXV, 280 p. 92 illus., 28 illus. in color. With online files/update.
Artikel-Nr.55885763

Inhalt/Kritik

Inhaltsverzeichnis
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.mehr

Schlagworte

Autor

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.