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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Bibliographic Details

Main Author:	Liu, Jun S.
Language:	English
Published:	New York : Springer, [2001], ©2001.
Series:	Springer series in statistics.
Subjects:	Science > Statistical methods. Monte Carlo method. Monte Carlo-methode. Algoritmen. Método de monte carlo (aplicações) Monte-Carlo-Simulation.
Physical Description:	xvi, 343 pages : illustrations ; 24 cm.
Format:	Book