Monte Carlo Strategies in Scientific Computing |
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Author:
| Liu, Jun S. |
Series title: | Springer Series in Statistics Ser. |
ISBN: | 978-0-387-95230-7 |
Publication Date: | Oct 2002 |
Publisher: | Springer
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Book Format: | Hardback |
List Price: | USD $99.00 |
Book Description:
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This book provides an up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. It can be used as a textbook for a graduate-level course on Monte Carlo methods.
This book provides an up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. It can be used as a textbook for a graduate-level course on Monte Carlo methods.