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Titlebook: Explorations in Monte Carlo Methods; Ronald W. Shonkwiler,Franklin Mendivil Textbook 20091st edition Springer-Verlag New York 2009 Markov

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發(fā)表于 2025-3-21 16:32:35 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書(shū)目名稱Explorations in Monte Carlo Methods
編輯Ronald W. Shonkwiler,Franklin Mendivil
視頻videohttp://file.papertrans.cn/320/319417/319417.mp4
概述Hands-on approach is used via realistic problems demonstrated with examples and numerical simulations in Python.Applications covered: optimization, finance, statistical mechanics, birth and death proc
叢書(shū)名稱Undergraduate Texts in Mathematics
圖書(shū)封面Titlebook: Explorations in Monte Carlo Methods;  Ronald W. Shonkwiler,Franklin Mendivil Textbook 20091st edition Springer-Verlag New York 2009 Markov
描述.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...Explorations in Monte Carlo Methods. provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material...This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation..
出版日期Textbook 20091st edition
關(guān)鍵詞Markov chain; Markov chain Monte Carlo; Matlab; Monte Carlo; Monte Carlo method; Probability distribution
版次1
doihttps://doi.org/10.1007/978-0-387-87837-9
isbn_softcover978-1-4899-8379-4
isbn_ebook978-0-387-87837-9Series ISSN 0172-6056 Series E-ISSN 2197-5604
issn_series 0172-6056
copyrightSpringer-Verlag New York 2009
The information of publication is updating

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https://doi.org/10.1057/9780312299187 applications in the study of macromolecules..Random walks arise in the motion of particles under collision (such as .), in gambling problems (the fortune of a (perhaps unfortunate) gambler), and in mathematical models in finance (such as the pricing of options).
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Random Walks, applications in the study of macromolecules..Random walks arise in the motion of particles under collision (such as .), in gambling problems (the fortune of a (perhaps unfortunate) gambler), and in mathematical models in finance (such as the pricing of options).
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Ronald W. Shonkwiler,Franklin MendivilHands-on approach is used via realistic problems demonstrated with examples and numerical simulations in Python.Applications covered: optimization, finance, statistical mechanics, birth and death proc
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978-1-4899-8379-4Springer-Verlag New York 2009
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