Handbook for Monte Carlo methods

"The purpose of this handbook is to provide an accessible and comprehensive compendium of Monte Carlo techniques and related topics. It contains a mix of theory (summarized), algorithms (pseudo and actual), and applications. Since the audience is broad, the theory is kept to a minimum, this wit...

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Bibliographic Details
Main Author: Kroese, Dirk P.
Other Authors: Taimre, Thomas 1983-, Botev, Zdravko I. 1982-
Format: Book
Language:English
Published: Hoboken, N.J. Wiley c2011.
Series:Wiley series in probability and statistics 706
Subjects: