Handbook of Monte Carlo Methods (Wiley Series in Probability and Statistics)

5 valoración promedio
( 1 valoraciones por GoodReads )
 
9780470177938: Handbook of Monte Carlo Methods (Wiley Series in Probability and Statistics)
Críticas:

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 (c)2011 Book News

Inc. Portland, OR)

Reseña del editor:

A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications

More and more of today s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field.

The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: * Random variable and stochastic process generation * Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run * Discrete-event simulation * Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation * Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo * Estimation of derivatives and sensitivity analysis * Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization

The presented theoretical concepts are illustrated with worked examples that use MATLAB(R), a related Web site houses the MATLAB(R) code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation.

Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.

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

Los mejores resultados en AbeBooks

1.

Dirk P. Kroese (Univ. of Queensland, Australia ); Thomas Taimre ( Univ. of Queensland, Australia ); Zdravko I. Botev
Editorial: John Wiley and Sons
ISBN 10: 0470177934 ISBN 13: 9780470177938
Nuevos Cantidad: > 20
Librería
INDOO
(Avenel, NJ, Estados Unidos de America)
Valoración
[?]

Descripción John Wiley and Sons. Estado de conservación: New. Brand New. Nº de ref. de la librería 0470177934

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 129,83
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,24
A Estados Unidos de America
Destinos, gastos y plazos de envío

2.

Dirk P. Kroese
ISBN 10: 0470177934 ISBN 13: 9780470177938
Nuevos Cantidad: 1
Librería
Books_Universe
(Sugarland, TX, Estados Unidos de America)
Valoración
[?]

Descripción Estado de conservación: New. Brand New. US Edition Book. We do not ship to Military Addresses. Fast Shipping with Order Tracking. For Standard Shipping 7-8 business days & Expedite Shipping 4-6 business days, after shipping. Nº de ref. de la librería 0470177934-RMX

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 133,17
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

3.

Dirk P. Kroese
Editorial: Wileyand#8211;Blackwell (2011)
ISBN 10: 0470177934 ISBN 13: 9780470177938
Nuevos Cantidad: 10
Librería
Books2Anywhere
(Fairford, GLOS, Reino Unido)
Valoración
[?]

Descripción Wileyand#8211;Blackwell, 2011. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780470177938

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 124,62
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 10,40
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

4.

Dirk P. Kroese, Thomas Taimre, Zdravko I. Botev
Editorial: John Wiley and Sons Ltd, United States (2011)
ISBN 10: 0470177934 ISBN 13: 9780470177938
Nuevos Tapa dura Primera edición Cantidad: 10
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United States, 2011. Hardback. Estado de conservación: New. 1. Auflage. 254 x 183 mm. Language: English . Brand New Book. A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: * Random variable and stochastic process generation * Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run * Discrete-event simulation * Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation * Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo * Estimation of derivatives and sensitivity analysis * Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB(R), a related Web site houses the MATLAB(R) code, allowing readers to work hands-on with the material and also features the author s own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels. Nº de ref. de la librería AAH9780470177938

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 135,81
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

5.

Dirk P. Kroese, Thomas Taimre, Zdravko I. Botev
Editorial: John Wiley and Sons Ltd, United States (2011)
ISBN 10: 0470177934 ISBN 13: 9780470177938
Nuevos Tapa dura Primera edición Cantidad: 10
Librería
The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United States, 2011. Hardback. Estado de conservación: New. 1. Auflage. 254 x 183 mm. Language: English . Brand New Book. A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: * Random variable and stochastic process generation * Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run * Discrete-event simulation * Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation * Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo * Estimation of derivatives and sensitivity analysis * Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB(R), a related Web site houses the MATLAB(R) code, allowing readers to work hands-on with the material and also features the author s own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels. Nº de ref. de la librería AAH9780470177938

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 136,68
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío

6.

Dirk P. Kroese
ISBN 10: 0470177934 ISBN 13: 9780470177938
Nuevos Tapa dura Primera edición Cantidad: 1
Librería
Grand Eagle Retail
(Wilmington, DE, Estados Unidos de America)
Valoración
[?]

Descripción 2011. Hardcover. Estado de conservación: New. 1st. 178mm x 260mm x 39mm. Hardcover. A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today s numerical problems found in engineering.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 772 pages. 1.508. Nº de ref. de la librería 9780470177938

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 178,17
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

7.

Kroese, Dirk P., Taimre, Thomas, Botev,
Editorial: Wiley (2011)
ISBN 10: 0470177934 ISBN 13: 9780470177938
Nuevos Tapa dura Cantidad: 3
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2011. Hardcover. Estado de conservación: New. Nº de ref. de la librería P110470177934

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 183,24
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 2,77
A Estados Unidos de America
Destinos, gastos y plazos de envío

8.

Kroese, Dirk P.; Taimre, Thomas; Botev, Zdravko I.
Editorial: Wiley (2011)
ISBN 10: 0470177934 ISBN 13: 9780470177938
Nuevos Tapa dura Cantidad: 1
Librería
Irish Booksellers
(Rumford, ME, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2011. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0470177934

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 192,38
Convertir moneda

Añadir al carrito

Gastos de envío: GRATIS
A Estados Unidos de America
Destinos, gastos y plazos de envío

9.

Dirk P. Kroese, Thomas Taimre, Zdravko I. Botev
Editorial: Wiley (2011)
ISBN 10: 0470177934 ISBN 13: 9780470177938
Nuevos Tapa dura Cantidad: 1
Librería
Ergodebooks
(RICHMOND, TX, Estados Unidos de America)
Valoración
[?]

Descripción Wiley, 2011. Hardcover. Estado de conservación: New. 1. Nº de ref. de la librería DADAX0470177934

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 190,22
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 3,70
A Estados Unidos de America
Destinos, gastos y plazos de envío

10.

Dirk P. Kroese
ISBN 10: 0470177934 ISBN 13: 9780470177938
Nuevos Tapa dura Primera edición Cantidad: 1
Librería
AussieBookSeller
(SILVERWATER, NSW, Australia)
Valoración
[?]

Descripción 2011. Hardcover. Estado de conservación: New. 1st. 178mm x 260mm x 39mm. Hardcover. A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today s numerical problems found i.Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. 772 pages. 1.508. Nº de ref. de la librería 9780470177938

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 186,75
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 25,95
De Australia a Estados Unidos de America
Destinos, gastos y plazos de envío

Existen otras copia(s) de este libro

Ver todos los resultados de su búsqueda