Monte Carlo Strategies in Scientific Computing
by Liu, Jun S.


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Product Description
This paperback edition is a reprint of the 2001 Springer edition. This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as the textbook for a graduate-level course on Monte Carlo methods. Many problems discussed in the alter chapters can be potential thesis topics for masters' or Ph.D. students in statistics or computer science departments.


 
Product Information
Binding: Softcover
Specs: 343 pages | 1.16 Lbs
ISBN: 0387763694
ISBN-13: 9780387763699
Edition: 1
Publisher: Springer | Publish Date 01/08 | Copyright 2004
Series: Springer Series in Statistics
 
 
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