Monte Carlo: Concepts, Algorithms, and Applications by George S. Fishman
English | PDF | 1996 | 721 Pages | ISBN : 1441928472 | 142.13 MB
This book provides an introduction to the Monte Carlo method suitable for a one-or two-semester course for graduate and advanced undergraduate students in the mathematical and engineering sciences. It also can serve as a reference for the professional analyst. In the past, my inability to provide students with a single source book on this topic for class and for later professional reference had left me repeatedly frustrated, and eventually motivated me to write this book.