Monte Carlo Strategies in Scientific Computing (Springer Series in Statistics) by Jun S. Liu
Monte Carlo Strategies in Scientific Computing (Springer Series in Statistics) by Jun S. Liu PDF, ePub eBook D0wnl0ad
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 a textbook for a graduate-level course on Monte Carlo methods.
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