Explorations in Monte Carlo Methods

• Main Authors: Shonkwiler, Ronald W. (Author), Mendivil, Franklin. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York, 2009.
• Series: Undergraduate Texts in Mathematics,
• Subjects: Mathematics.; Computer science.; Computer simulation.; Algorithms.; Mathematical optimization.; Distribution (Probability theory).; Probability Theory and Stochastic Processes.; Probability and Statistics in Computer Science.; Game Theory, Economics, Social and Behav. Sciences.; Simulation and Modeling.; Optimization.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-0-387-87837-9

Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and de...

Table of Contents:

• Introduction to Monte Carlo Methods
• Some Probability Distributions and their Uses
• Markov Chain Monte Carlo
• Optimization by Monte Carlo Methods
• Random Walks
• Generating Uniform Random Numbers
• Perron Frobenius Theorem.-.