Handbook of Monte Carlo Methods 蒙特卡洛方法手册

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作者D.P. Kroese；T. Taimre；Z.I. Botev

出版社Wiley

出版时间2011-03

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上书时间2024-03-23

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【内容简介】: Product Description
A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications
More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo met
【目录】: Chapter Title
1 Uniform Random Number Generation
2 Quasirandom Number Generation
3 Random Variable Generation
4 Probability Distributions
5 Random Process Generation
6 Markov Chain Monte Carlo
7 Discrete Event Simulation
8 Statistical Analysis of Simulation Data
9 Variance Reduction
10 Rare-Event Simulation
11 Sensitivity Analysis
12 Randomized Optimization
13 Cross-Entropy Method
14 Particle Methods
15 Applications to Finance
16 Applications to Network Reliability
17 Applications to Differential Equations
B Elements of Mathematical Statistics

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