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A primer for the Monte Carlo method

✍ Scribed by Ilya M. Sobol


Publisher
CRC Press
Year
1994
Tongue
English
Leaves
126
Category
Library

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✦ Table of Contents


Content: 1. Simulating Random Variables. Random Variables. Generating Random Variables on a Computer. Transformations of Random Variables --
2. Examples of the Application of the Monte Carlo Method. Simulation of a Mass-Servicing System. Calculating the Quality and Reliability of Devices. Computation of Neutron Transmission Through a Plate. An Astrophysical Problem. Evaluating a Definite Integral --
3. Additional Information. On Pseudorandom Numbers. On Methods for Generating Random Variables. On Monte Carlo Algorithms.

✦ Subjects


Monte Carlo method.;Monte Carlo-methode.;Estatistica.;méthode de Monte-Carlo -- manuel.;Monte-Carlo-Simulation;MATHEMATICS / Applied;MATHEMATICS / Probability & Statistics / General


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