Approximating Integrals via Monte Carlo and Deterministic Methods

Name: Approximating Integrals via Monte Carlo and Deterministic Methods
SKU: 2112526
Price: 457.99 AUD
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Hardback

Series:

Oxford Statistical Science Series

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Description

This book is designed to introduce graduate students and researchers to the primary methods useful for approximating integrals. The emphasis is on those methods that have been found to be of practical use, and although the focus is on approximating higher- dimensional integrals the lower-dimensional case is also covered. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques as well as a complete development of Monte Carlo algorithms. For the Monte Carlo section importance sampling methods, variance reduction techniques and the primary Markov Chain Monte Carlo algorithms are covered. This book brings these various techniques together for the first time, and hence provides an accessible textbook and reference for researchers in a wide variety of disciplines.

Release date Australia

March 23rd, 2000

Author

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Pages

298

Series

Oxford Statistical Science Series

Dimensions

161x241x21

ISBN-13

9780198502784

Product ID

2112526

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