Acceptance-Rejection Sampling and Multi-dimensional Monte Carlo Integrations Utilizing Mathematica(R)

By Sujaul Chowdhury

We have chosen suitable multi-variable probability density functions and obtained corresponding random variates using the random sampling method called acceptance-rejection method. This book provides hands-on and practical demonstrations of evaluation of multi-dimensional or high-dimensional definite integrals using Monte Carlo method. We have evaluated 2, 3, 5, 7 and 10 dimensional definite integrals. We performed symbolic computations using programs written in Mathematica(R), in which we performed the variate sampling and evaluated the integrals. The book is self-contained.

• Format: Paperback
• Language: English
• ISBN: B0F7F6GC2C
• ISBN13: 9798337089294
• Release Date: April 2025
• Publisher: American Academic Press
• Length: 100 Pages
• Weight: 0.56 lbs.
• Dimensions: 0.2" x 8.5" x 11.0"