This is a great book with powerful program libraries. Ideal for graduate students who do Monte Carlo simulations.
Markov chain Monte Carlo simulations and their statistical analysis : with web-based Fortran code
โ Scribed by Bernd A Berg
- Publisher
- World Scientific
- Year
- 2004
- Tongue
- English
- Leaves
- 379
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
This book discusses both the theory and applications of Markov chains. The author studies both discrete-time and continuous-time chains and connected topics such as finite Gibbs fields, non-homogeneous Markov chains, discrete time regenerative processes, Monte Carlo simulation, simulated annealing,
Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to
This 2nd edition is a thoroughly revised and augmented version of the book with the same title published in 1999. The author begins with the elementary theory of Markov chains and very progressively brings the reader to more advanced topics. He gives a useful review of probability, making the book s
Primarily an introduction to the theory of stochastic processes at the undergraduate or beginning graduate level, the primary objective of this book is to initiate students in the art of stochastic modelling. However it is motivated by significant applications and progressively brings the student to