Comprehensive self-contained account of the Monte Carlo method by one of the subject's leading experts. Contains numerous examples from different fields of application and many exercises designed to provide students with hands-on experience in implementing algorithms.

Rese�a del editor

Apart from a thorough exploration of all the important concepts, this volume includes over 75 algorithms, ready for putting into practice. The book also contains numerous hands-on implementations of selected algorithms to demonstrate applications in realistic settings. Readers are assumed to have a sound understanding of calculus, introductory matrix analysis, and intermediate statistics, but otherwise the book is self-contained. Suitable for graduates and undergraduates in mathematics and engineering, in particular operations research, statistics, and computer science.

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