Student Solutions Manual to accompany Simulation and the Monte Carlo Method, Student Solutions Manual
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Beschreibung
This accessible new edition explores the major topics in MonteCarlo simulation
Simulation and the Monte Carlo Method, Second Edition reflectsthe latest developments in the field and presents a fully updatedand comprehensive account of the major topics that have emerged inMonte Carlo simulation since the publication of the classic FirstEdition over twenty-five years ago. While maintaining itsaccessible and intuitive approach, this revised edition features awealth of up-to-date information that facilitates a deeperunderstanding of problem solving across a wide array of subjectareas, such as engineering, statistics, computer science,mathematics, and the physical and life sciences.
The book begins with a modernized introduction that addressesthe basic concepts of probability, Markov processes, and convexoptimization. Subsequent chapters discuss the dramatic changes thathave occurred in the field of the Monte Carlo method, with coverageof many modern topics including:
Markov Chain Monte Carlo
Variance reduction techniques such as the transform likelihoodratio method and the screening method
The score function method for sensitivity analysis
The stochastic approximation method and the stochasticcounter-part method for Monte Carlo optimization
The cross-entropy method to rare events estimation andcombinatorial optimization
Application of Monte Carlo techniques for counting problems,with an emphasis on the parametric minimum cross-entropy method
An extensive range of exercises is provided at the end of eachchapter, with more difficult sections and exercises markedaccordingly for advanced readers. A generous sampling of appliedexamples is positioned throughout the book, emphasizing variousareas of application, and a detailed appendix presents anintroduction to exponential families, a discussion of thecomputational complexity of stochastic programming problems, andsample MATLAB® programs.
Requiring only a basic, introductory knowledge of probabilityand statistics, Simulation and the Monte Carlo Method, SecondEdition is an excellent text for upper-undergraduate and beginninggraduate courses in simulation and Monte Carlo techniques. The bookalso serves as a valuable reference for professionals who wouldlike to achieve a more formal understanding of the Monte Carlomethod.
Autor*in
Dirk P. Kroese
Themen in »Student Solutions Manual to accompany Simulation and the Monte Carlo Method, Student Solutions Manual«
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