Solutions manual to accompany simulation and the Monte Carlo Method

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I. and Rubinstein, Reuven Y. Solutions manual to accompany simulation and the Monte Carlo Method 2nd ed. Hoboken, N.J., U.S.A.: Wiley-Interscience, 2007.

Author Kroese, Dirk P.
Taimre, Thomas
Botev, Zdravko I.
Rubinstein, Reuven Y.
Title Solutions manual to accompany simulation and the Monte Carlo Method
Place of Publication Hoboken, N.J., U.S.A.
Publisher Wiley-Interscience
Publication year 2007
Sub-type Reference work, encyclopaedia, manual or handbook
Edition 2nd
Series Wiley Series in Probability and Statistics
ISBN 978-0470258798
0470258799
Language eng
Start page 1
End page 188
Total number of pages 188
Subjects 0104 Statistics
Abstract/Summary Simulation and the Monte Carlo Method, Second Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the major topics that have emerged in Monte Carlo simulation since the publication of the classic First Edition over twenty-five years ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences.
Keyword Monte Carlo methods
Markov chain
Variance reduction techniques
Stochastic approximation method
Stochastic counter-part method
Cross-entropy method
Q-Index Code AX
Q-Index Status Provisional Code
Institutional Status Unknown
Additional Notes 1 vol. (ix-188 p.) : ill. ; 24 cm.

 
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Created: Mon, 25 Jan 2010, 15:50:09 EST by Gerald Martin on behalf of Faculty of Science