By Nick T. Thomopoulos
ISBN-10: 1461460212
ISBN-13: 9781461460213
ISBN-10: 1489986081
ISBN-13: 9781489986085
Essentials of Monte Carlo Simulation focuses on the basics of Monte Carlo methods utilizing easy computing device simulation thoughts. The theories offered during this textual content deal with systems which are too complicated to resolve analytically. therefore, readers are given a system of curiosity and constructs using computing device code, to boot as algorithmic models to emulate how the process works internally. After the versions are run several times, in a random pattern means, the information for every output variable(s) of curiosity is analyzed by means of usual statistical equipment. This book features 11 complete chapters, and discusses such key topics as random quantity turbines, multivariate random variates, and non-stop random variates. Over a hundred numerical examples are provided as a part of the appendix to illustrate useful actual world applications. The textual content additionally includes a simple to read presentation with minimum use of inauspicious mathematical concepts. Very little has been released within the sector of desktop Monte Carlo simulation tools, and this e-book will attract scholars and researchers within the fields of arithmetic and Statistics.
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Essentials of Monte Carlo Simulation: Statistical Methods for Building Simulation Models by Nick T. Thomopoulos
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