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Simulation and the Monte Carlo Method, Second Edition by Reuven Y. Rubinstein, Dirk P. Kroese(auth.) is a nonfiction available to read on EtoBox.

What is Simulation and the Monte Carlo Method, Second Edition about?

**This accessible new edition explores the major topics in Monte Carlo simulation**__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. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: * Markov Chain Monte Carlo * Variance reduction techniques such as the transform likelihood ratio method and the screening method * The score function method for sensitivity analysis * The stochast

Who reads Simulation and the Monte Carlo Method, Second Edition?

Author

Reuven Y. Rubinstein, Dirk P. Kroese(auth.)

Publisher

John Wiley & Sons, Incorporated

Published

2007

Language

EN

ISBN

9780470177945

Category

nonfiction

Subjects

Mathematics, Stem