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Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics)

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Explorations in Monte Carlo Methods (Undergraduate Texts in Mathematics) Cover

 

Synopses & Reviews

Publisher Comments:

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 death processes, and gambling systems. Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic problem, thus leading from questions to theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. Each chapter ends with a large collection of problems illustrating and directing the material. This book is suitable as a textbook for students of engineering and the sciences, as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability and for a more specialized course in Monte Carlo methods. Topics include probability distributions, counting combinatorial objects, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, sampling, and random number generation.

About the Author

Ronald Shonkwiler is also publishing Mathematical Biology: An Introduction with Maple and Matlab, that will will be available in 2008. He is professor emeritus at Georgia Institute of Technology School of Mathematics. He received his PhD in 1970. His areas of expertise include: stochastic processes, optimization, computer simulation, Monte Carlo numerical methods, mathematical biology, and reproducing Kernel Hilbert spaces. Franklin Mendevil is a professor at Acadia University in Nova Scotia. He received his PhD in 1996 at Georgia Institute of Technology. He has co-authored numerous papers and publications, several of which were with Dr. Shonkwiler.

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.-

Product Details

ISBN:
9780387878362
Author:
Shonkwiler, Ronald W.
Publisher:
Springer
Author:
Shonkwiler, Ronald
Author:
Mendivil, Franklin
Location:
New York, NY
Subject:
Probability & Statistics - General
Subject:
Computer Science
Subject:
Computer simulation
Subject:
Discrete Mathematics
Subject:
Mathematics - Advanced
Subject:
Statistics
Subject:
MATLAB
Subject:
algorithims
Subject:
histogramming
Subject:
Markov Chain
Subject:
Probability
Subject:
random number generator
Subject:
Stochastic processes
Subject:
Probability Theory and Stochastic Processes
Subject:
Probability and Statistics in Computer Science
Subject:
Algorithms
Subject:
Game Theory, Economics, Social and Behav. Sciences
Subject:
Simulation and Modeling
Subject:
OPTIMIZATION
Subject:
Mathematics
Subject:
The Arts
Subject:
mathematics and statistics
Subject:
Distribution (Probability theory)
Subject:
Mathematical optimization
Copyright:
Edition Description:
2009
Series:
Undergraduate Texts in Mathematics
Publication Date:
20090821
Binding:
HARDCOVER
Language:
English
Illustrations:
Y
Pages:
256
Dimensions:
235 x 155 mm 1190 gr

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