Monte Carlo : concepts, algorithms, and applications
George S. Fishman.
New York : Springer, ©1996.
xxv, 698 págs. : ilustraciones ; 25 cm.
Serie: Springer series in operations research
ISBN: 038794527X
Incluye referencias bibliográficas e índices.
Reseña: MathSciNet, 97g:65019
Contenido
- 1. Introduction
- 2. Estimating volume and count
- 3. Generating samples
- 4. Increasing efficiency
- 5. Random tours
- 6. Designing and analyzing sample paths
- 7. Generating pseudorandom numbers.