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Approximating Integrals via Monte Carlo and Deterministic Methods: 20 (Oxford Statistical Science Series) - Tapa dura

Evans, Michael; Swartz, Timothy

 
9780198502784: Approximating Integrals via Monte Carlo and Deterministic Methods: 20 (Oxford Statistical Science Series)
Tapa dura
ISBN 10: 0198502788 ISBN 13: 9780198502784
Editorial: OUP Oxford, 2000

Sinopsis

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, and although the focus is on approximating higher- dimensional integrals the lower-dimensional case is also covered. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques as well as a complete development of Monte Carlo algorithms. For the Monte Carlo section importance 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 hence provides an accessible textbook and reference for researchers in a wide variety of disciplines.

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Acerca del autor

This book is designed to introduce graduate students and researchers to the primary methods used for approximating integrals. The emphasis is on those methods that have been found to be of practical use, and although the focus is on approximating higher-dimensional integrals, the lower-dimensional case is also covered.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
OUP Oxford
Año de publicación
2000
Idioma
Inglés
ISBN 10 
0198502788
ISBN 13 
9780198502784
Encuadernación
Tapa dura
Número de páginas
298
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

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