Handbook of Monte Carlo methods / Dirk P. Kroese, Thomas Taimre, Zdravko I. Botev.

"The purpose of this handbook is to provide an accessible and comprehensive compendium of Monte Carlo techniques and related topics. It contains a mix of theory (summarized), algorithms (pseudo and actual), and applications. Since the audience is broad, the theory is kept to a minimum, this wit...

Full description

Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Author:	Kroese, Dirk P.
Other Authors:	Taimre, Thomas, 1983-, Botev, Zdravko I., 1982-
Format:	eBook
Language:	English
Published:	Hoboken, N.J. : Wiley, ©2011.
Series:	Wiley series in probability and statistics.
Subjects:	Monte Carlo method.