Simulation And The Monte Carlo Method

This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the state-of-the-art theory, methods and applications that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago

RUR 10033.71

В наличии

A second new chapter introduces the stochastic enumeration method, which is a new fast sequential Monte Carlo method for tree search

An extensive range of exercises is provided at the end of each chapter, as well as a generous sampling of applied examples

Dirk P

He has published over 100 articles and four books in a wide range of areas in applied probability and statistics, including Monte Carlo methods, cross-entropy, randomized algorithms, tele-traffic c theory, reliability, computational statistics, applied probability, and stochastic modeling.

He served as a consultant at numerous large-scale organizations, such as IBM, Motorola, and NEC

In addition, the Third Edition features new material on Random number generation, including multiple-recursive generators and the Mersenne Twister Simulation of Gaussian processes, Brownian motion, and diffusion processes Multilevel Monte Carlo method New enhancements of the cross-entropy CE method, including the improved CE method, which uses sampling from the zero-variance distribution to find the optimal importance sampling parameters Over 100 algorithms in modern pseudo code with flow control Over 25 new exercises Simulation and the Monte Carlo Method, Third Edition is an excellent

Kroese, PhD, is a Professor of Mathematics and Statistics in the School of Mathematics and Physics of The University of Queensland, Australia

Reuven Y

Rubinstein was also the inventor of the popular score-function method in simulation analysis and generic cross-entropy methods for combinatorial optimization and counting

Rubinstein, DSc, was Professor Emeritus in the Faculty of Industrial Engineering and Management at Technion-Israel Institute of Technology

Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including Markov Chain Monte Carlo, variance reduction techniques such as importance re- sampling, and the transform likelihood ratio method, the score function method for sensitivity analysis, the stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization, the cross-entropy method for rare events estimation and combinatorial optimization, and application of Monte Carlo techniques for counting problems

The Third Edition features a new chapter on the highly versatile splitting method, with applications to rare-event estimation, counting, sampling, and optimization

The author of over 100 articles and six books, Dr

The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method

The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization

While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences

Похожие товары

5799.24 р.

Zielgenau bis ans Ende des

Damit der fertige Tunnel am Ende seine Funktion erfullen kann, muss er exakt so liegen, wie er geplant wurde. Einfluss auf die Vortriebsgenauigkeit haben Trassen- und Gradientenplanung, Baugrund- und Grundwasserverhaltnisse
6326.44 р.

Management of Complex Cardiovascular Problems

Patients with complex cardiovascular problems pose a special management challenge for both the specialist and the non-specialist. This book helps you approach difficult cases with the confidence to strategically map
15434.61 р.

Salivary Gland Pathology. Diagnosis and

Salivary Gland Pathology Diagnosis and Management, Second Edition, updates the landmark text in this important discipline within oral and maxillofacial surgery, otolaryngology/head and neck surgery, and general surgery. Written
9570.21 р.

Automation for Robotics

In order to enable a better understanding of the key concepts of automation, this book develops the fundamental aspects of the field while also proposing numerous concrete exercises and their
4510.17 р.

ABC of Imaging in Trauma

An understanding of current trauma imaging concepts is essential for all medical personnel involved in the care of trauma patients where the outcome may depend on a rapid assessment of
7998.07 р.

Code of Estimating Practice

This code of practice, long established as a leading publication for the construction industry, provides an authoritative guide to essential principles and good practice in estimating for building work. The
12349.01 р.

Crystals and Crystallinity in Polymers.

Provides the tools needed to master and apply the fundamentals of polymer crystallography Using core concepts in physics, chemistry, polymer science and engineering, this book sheds new light on the
6414.82 р.

Analyzing the Large Number of

This book grew out of an online interactive offered through statcourse.com, and it soon became apparent to the author that the course was too limited in terms of time and
6405.52 р.

Nonlinear Parameter Optimization Using R

Nonlinear Parameter Optimization Using R John C. Nash, Telfer School of Management, University of Ottawa, Canada A systematic and comprehensive treatment of optimization software using R In recent decades, optimization
9647.09 р.

An Introduction to Statistical Analysis

Provides well-organized coverage of statistical analysis and applications in biology, kinesiology, and physical anthropology with comprehensive insights into the techniques and interpretations of R, SPSS , Excel , and Numbers
10033.71 р.

Simulation and the Monte Carlo

This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and
9647.09 р.

Functional Differential Equations. Advances and

Features new results and up-to-date advances in modeling and solving differential equations Introducing the various classes of functional differential equations, Functional Differential Equations Advances and Applications presents the needed
2311.64 р.

Solutions Manual to Accompany Finite

A solutions manual to accompany Finite Mathematics Models and Applications In order to emphasize the main concepts of each chapter, Finite Mathematics Models and Applications features plentiful pedagogical
10804.74 р.

Fourier Transforms. Principles and Applications

Fourier Transforms Principles and Applications explains transform methods and their applications to electrical systems from circuits, antennas, and signal processors ably guiding readers from vector space concepts through the
9647.09 р.

Matrix Analysis for Statistics

An up-to-date version of the complete, self-contained introduction to matrix analysis theory and practice Providing accessible and in-depth coverage of the most common matrix methods now used in statistical applications
9978.61 р.

Quantile Regression. Estimation and Simulation

Contains an overview of several technical topics of Quantile Regression Volume two of Quantile Regression offers an important guide for applied researchers that draws on the same example-based approach adopted
2206.00 р.

Курс дифференциального и интегрального исчисления

Курс дифференциального и интегрального исчисления является фундаментальным учебником по математическому анализу. Первое издание трехтомного Курса... вышло в 1948-1949 гг. Книга выдержала множество переизданий, переведена на различные
24071.42 р.

Paradigms of Combinatorial Optimization. Problems

Combinatorial optimization is a multidisciplinary scientific area, lying in the interface of three major scientific domains mathematics, theoretical computer science and management. The three volumes of the Combinatorial Optimization
10419.59 р.

Applications of Regression Models in

A one-stop guide for public health students and practitioners learning the applications of classical regression models in epidemiology This book is written for public health professionals and students interested in
10804.74 р.

Modeling and Simulation Support for

a much-needed handbook with contributions from well-chosen practitioners. A primary accomplishment is to provide guidance for those involved in modeling and simulation in support of Systems of Systems
11483.32 р.

Approximate Dynamic Programming. Solving the

Praise for the First Edition Finally, a book devoted to dynamic programming and written using the language of operations research OR ! This beautiful book fills a gap
10804.74 р.

Interpolation and Extrapolation Optimal Designs

This book considers various extensions of the topics treated in the first volume of this series, in relation to the class of models and the type of criterion for optimality.
8254.39 р.

Introduction to Probability and Statistics

Explores computer-intensive probability and statistics for ecosystem management decision making Simulation is an accessible way to explain probability and stochastic model behavior to beginners. This book introduces probability and statistics
2392.92 р.

Solutions Manual to Accompany Classical

Solutions Manual to accompany Classical Geometry Euclidean, Transformational, Inversive, and Projective Written by well-known mathematical problem solvers, Classical Geometry Euclidean, Transformational, Inversive, and Projective features up-to-date and applicable
2038.00 р.

Курс высшей алгебры. Учебник для

Реком.Мин обр. РФ в качестве учебника для студентов вузов. Книга известного математика Куроша А. явл. классическим учебником по высшей алгебре. Книга охватывает большинство тем курса высшей алгебры, читаемого на математических
2306.56 р.

Willful Ignorance. The Mismeasure of

An original account of willful ignorance and how this principle relates to modern probability and statistical methods Through a series of colorful stories about great thinkers and the problems they
12354.47 р.

3D Shape Analysis. Fundamentals, Theory

An in-depth description of the state-of-the-art of 3D shape analysis techniques and their applications This book discusses the different topics that come under the title of 3D shape analysis
7178.02 р.

The Development of Mathematics Throughout

Throughout the book, readers take a journey throughout time and observe how people around the world have understood these patterns of quantity, structure, and dimension around them. The Development of