Handbook of Monte Carlo methods (Record no. 13302)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03236nam a2200277Ia 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250715123946.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220909b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470177938 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | CSL |
| Language of cataloging | eng |
| Transcribing agency | CSL |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 084 ## - COLON CLASSIFICATION NUMBER | |
| Classification number | B281g Q1 |
| Assigning agency | CSL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Kroese, Dirk P. |
| Relator term | author. |
| 9 (RLIN) | 815645 |
| 245 #0 - TITLE STATEMENT | |
| Title | Handbook of Monte Carlo methods |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New Jersey : |
| Name of publisher, distributor, etc. | John Wiley, |
| Date of publication, distribution, etc. | 2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xix, 743p. |
| 490 ## - SERIES STATEMENT | |
| Series statement | Wiley Series in Probability and Statistics |
| 500 ## - GENERAL NOTE | |
| General note | Includes bibliographical references ; Index 727-743p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today's numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB (R), a related Web site houses the MATLAB (R) code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Monte carlo methods. |
| 9 (RLIN) | 714969 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Statistics. |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Taimre, Thomas |
| Relator term | co-author. |
| 9 (RLIN) | 815646 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Botev, Zdravko I. |
| Relator term | co-author. |
| 9 (RLIN) | 815647 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Classification part | B281g Q1 |
| Koha item type | Textual |
| Source of classification or shelving scheme | Colon Classification (CC) |
| Suppress in OPAC | No |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Science Library | Central Science Library | 2022-09-12 | 760, 29/03/2012, Insat Books & Periodicals | B281g Q1 | SL1558028 | 2022-09-12 | 2022-09-12 | Textual |