Monte Carlo Strategies in Scientific Computing

By Jun S. Liu

Book Overview

A large number of scientists and engineers use Monte Carlo simulation as an essential tool in their work. This paperback edition (a reprint of the 2001 Springer edition) provides an up-to-date and self-contained summary of recent research results. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as a textbook for a graduate-level course on Monte Carlo methods. Many problems discussed in the later chapters can be potential thesis topics for masters' or Ph.D. students in statistics or computer science departments.

• Format: Paperback
• Language: English
• ISBN: 0387763694
• ISBN13: 9780387763699
• Release Date: January 2008
• Publisher: Springer
• Length: 344 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.6" x 6.4" x 9.2"