Random Number Generation and Monte Carlo Methods
Author | : James E. Gentle |
Publisher | : Springer Science & Business Media |
Total Pages | : 252 |
Release | : 2013-03-14 |
ISBN-10 | : 9781475729603 |
ISBN-13 | : 147572960X |
Rating | : 4/5 (03 Downloads) |
Download or read book Random Number Generation and Monte Carlo Methods written by James E. Gentle and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo simulation has become one of the most important tools in all fields of science. This book surveys the basic techniques and principles of the subject, as well as general techniques useful in more complicated models and in novel settings. The emphasis throughout is on practical methods that work well in current computing environments.