Ilya M. Sobol

A Primer for the Monte Carlo Method

• Gebundenes Buch

Produktbeschreibung

The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. This work demonstrates how practical problems in science, industry, and trade can be solved using this method. It presents various examples of its application, including queueing, quality and reliability estimations and neutron transport.

Produktdetails

• Verlag: CRC Press
• Erscheinungstermin: 29. August 2017
• Englisch
• Abmessung: 222mm x 145mm x 11mm
• Gewicht: 300g
• ISBN-13: 9781138469556
• ISBN-10: 1138469556
• Artikelnr.: 57039898

Autorenporträt

Sobol, Ilya M.

Inhaltsangabe

Introduction: General Idea of the Method. Simulating Random Variables:
Random Variables. Generating Random Variables on a Computer.
Transformations of Random Variables. Examples of the Application of the
Monte Carlo Method: Simulation of a Mass-Servicing System. Calculating the
Quality and Reliability of Devices. Computation of Neutron Transmission
through a Plate. An Astrophysical Problem. Evaluating a Definite Integral.
Additional Information: On Pseudorandom Numbers. On Methods for Generating
Random Variables. On Monte Carlo Algorithms. References. Index

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Introduction: General Idea of the Method. Simulating Random Variables: Random Variables. Generating Random Variables on a Computer. Transformations of Random Variables. Examples of the Application of the Monte Carlo Method: Simulation of a Mass-Servicing System. Calculating the Quality and Reliability of Devices. Computation of Neutron Transmission through a Plate. An Astrophysical Problem. Evaluating a Definite Integral. Additional Information: On Pseudorandom Numbers. On Methods for Generating Random Variables. On Monte Carlo Algorithms. References. Index

Rezensionen

"...Useful and thought-provoking...readily accessible to researchers in a wide variety of fields."
Bruce Jay Collings, Brigham Young University, in the Journal of the American Statistical Association, December 1997