Monte Carlo methods. (Q3515094)

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scientific article; zbMATH DE number 5303794
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    Monte Carlo methods.
    scientific article; zbMATH DE number 5303794

      Statements

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      25 July 2008
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      Monte Carlo methods
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      introductory book
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      sampling of random variables
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      variance reduction
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      singular integrands
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      correlations
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      stratification
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      Metropolis algorithm
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      rejection techniques
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      statistical physics
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      Metropolis sampling method
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      molecular dynamics
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      quantum-mechanical systems
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      Schrödinger equation
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      random walks
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      radiation transport
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      importance sampling
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