Product Description

The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. "A Primer for the Monte Carlo Method" demonstrates how practical problems in science, industry, and trade can be solved using this method. This book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using this book is an understanding of elementary calculus.

Product Details

• Amazon Sales Rank: #1084210 in Books
• Published on: 1994-05-19
• Original language: English
• Number of items: 1
• Binding: Paperback
• 128 pages

Review
..."Useful and thought-provoking...readily accessible to researchers in a wide variety of fields." Bruce Jay Collings, Brigham Young University, in the Journal of the American Statistical Association, December 1997

From the Back Cover
The Monte Carlo method is a numerical method of solving mathematical problems through random sampling. As a universal numerical technique, the method became possible only with the advent of computers, and its application continues to expand with each new computer generation. A Primer for the Monte Carlo Method demonstrates how practical problems in science, industry, and trade can be solved using this method. The book features the main schemes of the Monte Carlo method and presents various examples of its application, including queueing, quality and reliability estimations, neutron transport, astrophysics, and numerical analysis. The only prerequisite to using the book is an understanding of elementary calculus.

Customer Reviews

A must-read!
An excellent book on Monte Carlo methods. It gives a very thorough overview of Monte Carlo methods. A very enjoyable read too.