scientific article

zbMath1261.65006MaRDI QIDQ3100983

William L. Dunn, J. Kenneth Shultis

Publication date: 22 November 2011

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

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

textbookMarkov chain Monte CarloMonte Carlo methodslinear operator equationsvariance reductionpseudo-random number generationinverse Monte Carlo

Mathematics Subject Classification ID

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

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