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Monte Carlo-Algorithmen (English, Thomas Müller-Gronbach | Erich Novak | Klaus Ritter)
Programming

Monte Carlo-Algorithmen (English, Thomas Müller-Gronbach | Erich Novak | Klaus Ritter)

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About the Book

Vorbereitungen.- Algorithmen, Fehler und Kosten.- Das Verfahren der direkten Simulation.- Simulation von Verteilungen.- Varianzreduktion. Die Markov Chain Monte Carlo-Methode.- Numerische Integration.- Literaturverzeichnis.- Sachverzeichnis.

ISBN: 9783540891406

Book Specifications

ISBN-139783540891406
ISBN-103540891404
PublisherSpringer
CategoryProgramming

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