Approximating Integrals Via Monte Carlo And Deterministic Methods
Download and Read Approximating Integrals Via Monte Carlo And Deterministic Methods full books in PDF, ePUB, and Kindle. Read online free Approximating Integrals Via Monte Carlo And Deterministic Methods ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
Approximating Integrals Via Monte Carlo and Deterministic Methods
Author | : Michael John Evans |
Publisher | : Oxford University Press on Demand |
Total Pages | : 288 |
Release | : 2000 |
Genre | : Business & Economics |
ISBN | : 9780198502784 |
Download Approximating Integrals Via Monte Carlo and Deterministic Methods Book in PDF, Epub and Kindle
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 thelower-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 primaryMarkov 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.
Approximating Integrals Via Monte Carlo and Deterministic Methods Related Books
Pages: 288
Pages: 302
Pages: 26
Pages: 39
Pages: 680