Explorations in Monte Carlo Methods (Q3621900)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explorations in Monte Carlo Methods |
scientific article |
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Explorations in Monte Carlo Methods (English)
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22 April 2009
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Monte Carlo methods
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probability
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probability density function
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variance
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random number generation
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probability distributions
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Markov chain Monte Carlo methods
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random walks
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alias algorithm
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Poisson distribution
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Box-Muller algorithm
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Marsaglia-Bray algorithm
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beta distribution
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gamma distribution
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metropolis algorithm
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statistical mechanics
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entropy
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Boltzmann factor
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Ising model
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simulated annealing
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genetic algorithm
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\texttt{Matlab} algorithm
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0/1 permanent
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Wiener process
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Dirichlet problem
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financial mathematics
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fractal inverse problems
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