Exploring Monte Carlo methods.

zbMATH Open1261.65006MaRDI QIDQ3100983FDOQ3100983

Authors: William L. Dunn, J. Kenneth Shultis 

Publication date: 22 November 2011

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

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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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