libcats.org
Главная

Approximating integrals via Monte Carlo and deterministic methods

Обложка книги Approximating integrals via Monte Carlo and deterministic methods

Approximating integrals via Monte Carlo and deterministic methods

,
This book is designed to introduce graduate students and researchers to the primary methods useful for approximating integrals. The emphasis is on those methods that have been found to be of practical use, focusing on approximating higher- dimensional integrals with coverage of the lower-dimensional case as well. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques and a complete development of Monte Carlo algorithms. For the Monte Carlo section important sampling methods, variance reduction techniques and the primary Markov Chain Monte Carlo algorithms are covered. This book brings these various techniques together for the first time, and provides an accessible textbook and reference for researchers in a wide variety of disciplines.
Популярные книги за неделю:

Nucleation (Butterworth 2000)

Автор:
Категория: Phase transitions
Размер книги: 4.70 Mb

50 рецептов для аэрогриля

Автор:
Категория: house, house, cook
Размер книги: 771 Kb

Ключ к сверхсознанию

Автор:
Категория: Путь к себе
Размер книги: 309 Kb
Только что пользователи скачали эти книги:

Марианна в Индии

Автор:
Размер книги: 38 Kb

Anne Hooper's Kama Sutra

Автор:
Размер книги: 15.71 Mb

The Impartial Spectator: Adam Smith's Moral Philosophy

Автор:
Размер книги: 834 Kb

Constructions of Childhood in Ancient Greece and Italy

Автор: , Автор:
Размер книги: 49.43 Mb

Thought Experiments and the Inference to a Coherent Explanation

Автор:
Категория: fiction
Размер книги: 152 Kb