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Explorations in Monte Carlo Methods [electronic resource] / by Ronald W. Shonkwiler, Franklin Mendivil.

Shonkwiler, Ronald W. (author.). Mendivil, Franklin. (author.). SpringerLink (Online service) (Added Author).

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ISBN: 9780387878379
Physical Description: XII, 244p. 50 illus. online resource.
Publisher: New York, NY : Springer New York, 2009.

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Subject:

Mathematics.
Computer science.
Computer simulation.
Algorithms.
Mathematical optimization.
Distribution (Probability theory).
Mathematics.
Probability Theory and Stochastic Processes.
Probability and Statistics in Computer Science.
Algorithms.
Game Theory, Economics, Social and Behav. Sciences.
Simulation and Modeling.
Optimization.

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Table of Contents

	Introduction to Monte Carlo methods
	Some probability distributions and their uses
	Markov chain Monte Carlo
	Optimization by Monte Carlo methods
	Random walks.

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