Lectures on Monte Carlo Theory

Author:   Paweł Lorek ,  Tomasz Rolski
Publisher:   Springer Nature Switzerland AG
Volume:   108
ISBN:  

9783032011893


Pages:   632
Publication Date:   26 October 2025
Format:   Hardback
Availability:   Not yet available   Availability explained
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Lectures on Monte Carlo Theory


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Author:   Paweł Lorek ,  Tomasz Rolski
Publisher:   Springer Nature Switzerland AG
Imprint:   Springer Nature Switzerland AG
Volume:   108
ISBN:  

9783032011893


ISBN 10:   3032011892
Pages:   632
Publication Date:   26 October 2025
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Not yet available   Availability explained
This item is yet to be released. You can pre-order this item and we will dispatch it to you upon its release.

Table of Contents

Chapter 1. Introduction.- Chapter 2. The theory of generators.- Chapter 3. Generating random variables.- Chapter 4. Simulation Output Analysis: Independent Replications.- Chapter 5. Variance Reduction Techniques.- Chapter 6. Markov chain Monte Carlo methods.- Chapter 7. Stochastic optimization.- Chapter 8. Simulation of queues and related models.

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Author Information

Paweł Lorek obtained his PhD at the University of Wrocław in 2007, where he is currently a professor at the Faculty of Mathematics and Computer Science. His main scientific interests include Markov chains (in particular, the rate of convergence to stationarity and duality-based methods), computer security, and probabilistic aspects of machine learning. Tomasz Rolski obtained his PhD at the University of Wrocław in 1972, where he is currently a professor at the Faculty of Mathematics and Computer Science. He is the author or co-author of about 90 scientific publications and three books in various areas of applied probability. His main mathematical interests include queueing theory, point processes, ruin theory, and life insurance mathematics.

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