Lectures on Monte Carlo methods
zbMath0987.65003MaRDI QIDQ5952635
Publication date: 16 January 2002
Published in: Fields Institute Monographs (Search for Journal in Brave)
algorithms; Markov chain Monte Carlo method; Monte Carlo methods; Ising model; variance reduction; pseudorandom generators; random numbers; rkov chains
60J22: Computational methods in Markov chains
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
82B44: Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics
65-02: Research exposition (monographs, survey articles) pertaining to numerical analysis
65C10: Random number generation in numerical analysis
00A06: Mathematics for nonmathematicians (engineering, social sciences, etc.)
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