Exploring Monte Carlo methods

DOI10.1016/C2017-0-01717-2MaRDI QIDQ5020178zbMATH OpenFDO

Authors William L. Dunn, J. Kenneth Shultis

Publication date 4 January 2022

Full work available at URL https://doi.org/10.1016/C2017-0-01717-2

zbMATH Keywords

inverse Monte Carlolinear operator equationsMarkov chain Monte CarloMonte Carlo methodspseudo-random number generationtextbookvariance reduction

Mathematics Subject Classification ID

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

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(8)

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