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Monte Carlo Strategies in Scientific Computing | 1st edition

by Jun S. Liu

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Publisher Springer Nature
Language English
Book type Paperback
Utgiven 2008-01-04
Edition 1
Pages 344
ISBN 9780387763699
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Description

A large number of scientists and engineers use Monte Carlo simulation as an essential tool in their work. This paperback edition (a reprint of the 2001 Springer edition) provides an up-to-date and self-contained summary of recent research results. 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. Many problems discussed in the later chapters can be potential thesis topics for masters’ or Ph.D. students in statistics or computer science departments.

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