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Lectures on Monte Carlo methods

Monte Carlo methods form an experimental branch of mathematics that employs simulations driven by random number generators. These methods are often used when others fail, since they are much less sensitive to the "curse of dimensionality", which plagues deterministic methods in problems wi...

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Detalles Bibliográficos
Autor principal: Madras, Neal
Lenguaje:eng
Publicado: American Mathematical Society 2001
Materias:
Acceso en línea:http://cds.cern.ch/record/2264219