Overview
Der Text gibt eine Einführung in die Mathematik und die Anwendungsmöglichkeiten der Monte Carlo-Methoden und verwendet dazu durchgängig die Sprache der Stochastik. Der Leser lernt die Grundprinzipien und wesentlichen Eigenschaften dieser Verfahren kennen und wird dadurch in den Stand versetzt, dieses wichtige algorithmische Werkzeug kompetent einsetzen und die Ergebnisse interpretieren zu können. Anhand ausgewählter Fragestellungen wird er außerdem an aktuelle Forschungsfragen und -ergebnisse in diesem Bereich herangeführt. Behandelt werden die direkte Simulation, Methoden zur Simulation von Verteilungen und stochastischen Prozessen, Varianzreduktion, sowie Markov Chain Monte Carlo-Methoden und die hochdimensionale Integration. Es werden Anwendungsbeispiele aus der Teilchenphysik und der Finanz- und Versicherungsmathematik präsentiert, und anhand des Integrationsproblems wird gezeigt, wie sich die Frage nach optimalen Algorithmen formulieren und beantworten lässt.
Full Product Details
Author: Thomas Müller-Gronbach ,
Erich Novak ,
Klaus Ritter ,
Thomas M Ller-Gronbach
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition: 2012 ed.
Dimensions:
Width: 15.50cm
, Height: 1.70cm
, Length: 23.50cm
Weight: 0.516kg
ISBN: 9783540891406
ISBN 10: 3540891404
Pages: 324
Publication Date: 09 February 2012
Audience:
College/higher education
,
Professional and scholarly
,
Tertiary & Higher Education
,
Professional & Vocational
Format: Paperback
Publisher's Status: Active
Availability: Awaiting stock
The supplier is currently out of stock of this item. It will be ordered for you and placed on backorder. Once it does come back in stock, we will ship it out for you.
Language: German
Reviews
From the reviews: This monograph, which is based on lectures held by the authors at several German universities, gives a comprehensive introduction to Monte Carlo methods. this monograph by three well-known researchers in the field gives a well-founded mathematical introduction to Monte Carlo methods, suited for students as well as for researchers and even practitioners with some mathematical background. (Reinhold Kainhofer, Zentralblatt MATH, Vol. 1254, 2013)
From the reviews: This book provides an introduction to Monte Carlo simulation and related mathematical methods. It is conceived for students of mathematics . The book is self-contained and as such provides a useful and detailed reference for the standard material of simulation methods. Each chapter concludes with a substantial number of exercises. (Natalie Packham, Mathematical Reviews, March, 2013) This monograph, which is based on lectures held by the authors at several German universities, gives a comprehensive introduction to Monte Carlo methods. this monograph by three well-known researchers in the field gives a well-founded mathematical introduction to Monte Carlo methods, suited for students as well as for researchers and even practitioners with some mathematical background. (Reinhold Kainhofer, Zentralblatt MATH, Vol. 1254, 2013)
<p>From the reviews: <p> This book provides an introduction to Monte Carlo simulation and related mathematical methods. It is conceived for students of mathematics . The book is self-contained and as such provides a useful and detailed reference for the standard material of simulation methods. Each chapter concludes with a substantial number of exercises. (Natalie Packham, Mathematical Reviews, March, 2013)<p> This monograph, which is based on lectures held by the authors at several German universities, gives a comprehensive introduction to Monte Carlo methods. this monograph by three well-known researchers in the field gives a well-founded mathematical introduction to Monte Carlo methods, suited for students as well as for researchers and even practitioners with some mathematical background. (Reinhold Kainhofer, Zentralblatt MATH, Vol. 1254, 2013)
From the reviews: This book provides an introduction to Monte Carlo simulation and related mathematical methods. It is conceived for students of mathematics . The book is self-contained and as such provides a useful and detailed reference for the standard material of simulation methods. Each chapter concludes with a substantial number of exercises. (Natalie Packham, Mathematical Reviews, March, 2013) This monograph, which is based on lectures held by the authors at several German universities, gives a comprehensive introduction to Monte Carlo methods. this monograph by three well-known researchers in the field gives a well-founded mathematical introduction to Monte Carlo methods, suited for students as well as for researchers and even practitioners with some mathematical background. (Reinhold Kainhofer, Zentralblatt MATH, Vol. 1254, 2013)
