Random Number Generation And Monte Carlo Methods
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Random Number Generation and Monte Carlo Methods
Author | : James E. Gentle |
Publisher | : Springer Science & Business Media |
Total Pages | : 252 |
Release | : 2013-03-14 |
Genre | : Computers |
ISBN | : 147572960X |
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Monte Carlo simulation has become one of the most important tools in all fields of science. This book surveys the basic techniques and principles of the subject, as well as general techniques useful in more complicated models and in novel settings. The emphasis throughout is on practical methods that work well in current computing environments.
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