Item type | Current location | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Books | 519.282 SOB (Browse shelf) | Available | 033765 |
519.282 BHA Random walk, Brownian motion, and martingales | 519.282 GEN Random number generation and Monte Carlo methods | 519.282 RUD Elements of the random walk : an introduction for advanced students and researchers | 519.282 SOB Primer for the Monte Carlo method | 519.282 SPI Principles of random walk | 519.282 WOE Random walks on infinite graphs and groups | 519.282 WOE Random walks on infinite graphs and groups |
Includes bibliographical references and index.
The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus.
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