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Simulation and the Monte Carlo Method, Third Edition by Reuven Y Rubinstein; Dirk P Kroese; John Wiley and Sons is a nonfiction available to read on EtoBox.

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

This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the state-of-the-art theory, methods and applications that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century 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 i

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

Author

Reuven Y Rubinstein; Dirk P Kroese; John Wiley and Sons

Publisher

Wiley; John Wiley & Sons, Inc.

Published

2017

Language

EN

ISBN

9781118632161

Category

nonfiction

Subjects

Science, Mathematics, Mathematical Statistics