Handbook of Monte Carlo Methods

Handbook of Monte Carlo Methods

Author(s): Dirk P. Kroese, Thomas Taimre, Zdravko I. Botev

Print ISBN: 9780470177938

Online ISBN: 9781118014967

DOI: 10.1002/9781118014967


"Statisticians Kroese, Thomas Taimre (both U. of Queensland), and Zdravko I. Botev (U. of Montreal)

offer researchers and graduate and advanced graduate students a compendium of Monte Carlo

methods, which are statistical methods that involve random experiments on a computer. There are a

great many such methods being used for so many kinds of problems in so many fields that such an

overall view is hard to find. Combining theory, algorithms, and applications, they consider such topics

as uniform random number generation, probability distributions, discrete event simulation, variance

reduction, estimating derivatives, and applications to network reliability." (Annotation ©2011 Book News

Inc. Portland, OR)