Approximating Integrals Via Monte Carlo and Deterministic Methods

by Michael Evans and Timothy Swartz

This book is designed to introduce graduate students and researchers to the primary methods useful for approximating integrals. The emphasis is on those methods that have been found to be of practical use, focusing on approximating higher- dimensional integrals with coverage of the lower-dimensional case as well. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques and a complete development of Monte Carlo...

• Format: Hardcover
• Language: English
• ISBN: 0198502788
• ISBN13: 9780198502784
• Release Date: June 2000
• Publisher: Oxford University Press, USA
• Length: 298 Pages
• Weight: 1.26 lbs.
• Dimensions: 0.8" x 6.4" x 9.5"