Monte Carlo strategies in scientific computing

Monte Carlo strategies in scientific computing

"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 r...

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Bibliographic Details
Main Author : Liu Jun S. (Auteur)
Format : Book
Language : anglais
Title statement : Monte Carlo strategies in scientific computing / Jun S. Liu
Published : New York : Springer , cop. 2001
Physical Description : 1 vol. (XVI-343 p.)
Series : Springer series in statistics
Subjects :
Sciences > Méthodes statistiques
Monte-Carlo, Méthode de
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