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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Lectures on Monte Carlo Theory
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Lectures on Monte Carlo Theory
Paweł Lorek, Tomasz Rolski (Gebundene Ausgabe, Englisch)
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Beschreibung
This book presents a broad range of computational techniques based on repeated random sampling, widely known as Monte Carlo methods and sometimes as stochastic simulation. These methods bring together ideas from probability theory, statistics, computer science, and statistical physics, providing tools for solving problems in fields such as operations research, biotechnology, and finance. Topics… include the generation and analysis of pseudorandom numbers (which are intended to imitate truly random numbers on a computer), the design and justification of Monte Carlo algorithms, and advanced approaches such as Markov chain Monte Carlo and stochastic optimization. In contrast to deterministic numerical methods, the outcome of a Monte Carlo algorithm is itself random – and one needs the tools of probability and statistics to interpret these results meaningfully. The theoretical foundations, particularly the law of large numbers and central limit theorem, are combined with practical algorithms that reveal both the strengths and subtleties of stochastic simulation. The book includes numerous exercises, both theoretical and computational. Each chapter features step-by-step algorithms, illustrated examples, and results presented through numerical computations, tables, and a variety of plots and figures. All Python code used to produce these results is publicly available, allowing readers to reproduce and explore simulations on their own. Intended primarily for graduate students and researchers, the exposition focuses on core concepts and intuitive understanding, avoiding excessive formalism. The book is suitable both for self-study and as a course text and offers a clear pathway from foundational principles to modern applications. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
26.10.2025
Sprache
Englisch
EAN
9783032011893
Herausgeber
Springer International Publishing
Serien- oder Bandtitel
Probability Theory and Stochastic Modelling
Sonderedition
Nein
Autor
Paweł Lorek, Tomasz Rolski
Seitenanzahl
632
Einbandart
Gebundene Ausgabe
Schlagwörter
Simulation analysis, Stochastic simulations, Monte Carlo theory, Variance reduction techniques, Markov Chain Monte Carlo, Pseudorandom number generators and their statistical testing, Generating random variables, Monte Carlo in queues and financial analysis
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
Höhe
235 mm
Breite
15.5 cm
Hersteller: Springer, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com, Springer Nature Customer Service Center GmbH
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