Monte Carlo strategies in scientific computing / Jun S. Liu.
"This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this boo...
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Main Author: | Liu, Jun S. |
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Language: | English |
Published: |
New York :
Springer,
[2001], ©2001.
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Series: | Springer series in statistics.
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Subjects: | |
Physical Description: | xvi, 343 pages : illustrations ; 24 cm. |
Format: | Book |