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portada Approximating Integrals via Monte Carlo and Deterministic Methods
Type
Physical Book
Publisher
Author
Year
2000
Language
English
Pages
288
Format
Hardcover
ISBN
0198502788
ISBN13
9780198502784
Edition No.
1
Categories

Approximating Integrals via Monte Carlo and Deterministic Methods

Michael Evans; Tim Swartz (Author) · Oxford University Press · Hardcover

Approximating Integrals via Monte Carlo and Deterministic Methods - Michael Evans; Tim Swartz

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Synopsis "Approximating Integrals via Monte Carlo and Deterministic Methods "

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, focusing on approximating higher- dimensional integrals with coverage of the lower-dimensional case as well. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques and a complete development of Monte Carlo algorithms. For the Monte Carlo section important sampling methods, variance reduction techniques and the primary Markov Chain Monte Carlo algorithms are covered. This book brings these various techniques together for the first time, and provides an accessible textbook and reference for researchers in a wide variety of disciplines.

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