Monte Carlo Methods, Volume 1: Basics

by Malvin H. Kalos and Paula A. Whitlock

Book Overview

This introduction to Monte Carlo Methods seeks to identify and study the unifying elements that underlie their effective application. It focuses on two basic themes. The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use...

• Format: Hardcover
• Language: English
• ISBN: 0471898392
• ISBN13: 9780471898399
• Release Date: October 1986
• Publisher: Wiley-Vch
• Length: 208 Pages
• Weight: 1.00 lbs.
• Dimensions: 0.7" x 6.2" x 9.1"