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Titre :
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Monte Carlo : concepts, algorithms and applications
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Auteurs :
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G. Fishman
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Type de document :
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ouvrage
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Editeur :
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London [GB] : Springer, 1996
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ISBN/ISSN/EAN :
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978-0-387-94527-9
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Format :
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698 p.
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Note générale :
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bibl.
Diffusion tous publics
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Langues:
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= Anglais
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Catégories :
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SPI - SCIENCES PHYSIQUES DE L'INGENIEUR
SPI3 - MATHEMATIQUE - STATISTIQUES
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Mots-clés:
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ANALYSE MATHEMATIQUE
;
METHODE DE MONTECARLO
;
ALGORITHME
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Résumé :
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As well as a thorough exploration of the important concepts of the Monte Carlo method, the volume includes over 90 algorithms which allow the reader to move rapidly from the concepts to putting them into practice.Software, freely available via ftp and portable across computing platforms, provides programs for pseudorandom number generation and satistical sample path data analysis. This book provides a ready reference to the Monte Carlo method, especially to implementable algorithms for performing sampling experiments on a computer and for analyzing their results.
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