Springer Series in Statistics Monte Carlo Strategies in Scientific Computing

Type

Book

Authors

Liu ( Liu, Jun S. )

ISBN 10

0387952306

ISBN 13

9780387952307

Tags

Statistics, Computers & Technology, Probability & Statistics, Counting & Numeration, Discrete Mathematics, Mathematical Physics, Business & Finance, Physics

Series Name

Springer Series in Statistics

Description

This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods. - from Amzon

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