Exploring Monte Carlo methods.

MaRDI QIDQ3100983zbMATH OpenFDO

Authors William L. Dunn, J. Kenneth Shultis

Publication date 22 November 2011

Full work available at URL http://www.sciencedirect.com/science/book/9780444515759

zbMATH Keywords

Markov chain Monte Carlovariance reductionMonte Carlo methodstextbooklinear operator equationspseudo-random number generationinverse Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Numerical analysis or methods applied to Markov chains (65C40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01) Numerical solutions to equations with linear operators (65J10)

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