Monte Carlo Strategies in Scientific Computing (Springer Series in Statistics)
- Author: Liu - Jun S. Liu - Jun S.
- ISBN 10: 0387763694
- ISBN 13: 9780387763699
- Release: 2009-02-22
- Format: Paperback (346 pages)
- List Price: $49.95
- Tags: Science, General,
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Book Description:
This book provides a self-contained and 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. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods.
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