Handbook for Monte Carlo methods
Kroese, Dirk P.
creator
Taimre, Thomas
Botev, Zdravko I.
text
Hoboken, N.J
Wiley
c2011
monographic
xix, 743 p. : ill. ;
"The purpose of this handbook is to provide an accessible and comprehensive compendium of Monte Carlo techniques and related topics. It contains a mix of theory (summarized), algorithms (pseudo and actual), and applications. Since the audience is broad, the theory is kept to a minimum, this without sacrificing rigor. The book is intended to be used as an essential guide to Monte Carlo methods to quickly look up ideas, procedures, formulas, pictures, etc., rather than purely a monograph for researchers or a textbook for students. As the popularity of these methods continues to grow, and new methods are developed in rapid succession, the staggering number of related techniques, ideas, concepts and algorithms makes it difficult to maintain an overall picture of the Monte Carlo approach. This book attempts to encapsulate the emerging dynamics of this field of study"--
Includes index.
Monte Carlo method
Probability & Statistics
Mathematics
518.282 KRO/H
Wiley series in probability and statistics
9780470177938