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Handbook for Monte Carlo methods

"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 wit...

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Detalles Bibliográficos
Autor Principal: Kroese, Dirk P.
Outros autores: Taimre, Thomas, Botev, Zdravko I.
Formato: Printed Book
Publicado: Hoboken, N.J. : Wiley, c2011.
Series:Wiley series in probability and statistics ;
Subjects:
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por Kroese, Dirk P.
Publicado 2011
Full text available from Wiley-Blackwell Online Books - Full Collection
Printed Book