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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
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Acceso en línea:http://cds.cern.ch/record/2264219
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author Madras, Neal
author_facet Madras, Neal
author_sort Madras, Neal
collection CERN
description 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 with a large number of variables. Monte Carlo methods are used in many fields: mathematics, statistics, physics, chemistry, finance, computer science, and biology, for instance. This book is an introduction to Monte Carlo methods for anyone who would like to use these methods to study various kinds of mathemati
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spelling cern-22642192021-04-21T19:13:24Zhttp://cds.cern.ch/record/2264219engMadras, NealLectures on Monte Carlo methodsMathematical Physics and MathematicsMonte 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 with a large number of variables. Monte Carlo methods are used in many fields: mathematics, statistics, physics, chemistry, finance, computer science, and biology, for instance. This book is an introduction to Monte Carlo methods for anyone who would like to use these methods to study various kinds of mathematiAmerican Mathematical Societyoai:cds.cern.ch:22642192001
spellingShingle Mathematical Physics and Mathematics
Madras, Neal
Lectures on Monte Carlo methods
title Lectures on Monte Carlo methods
title_full Lectures on Monte Carlo methods
title_fullStr Lectures on Monte Carlo methods
title_full_unstemmed Lectures on Monte Carlo methods
title_short Lectures on Monte Carlo methods
title_sort lectures on monte carlo methods
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/2264219
work_keys_str_mv AT madrasneal lecturesonmontecarlomethods