Approximating Integrals Via Monte Carlo and Deterministic Methods (Oxford Statistical Science Series, Band 20) - Hardcover

Evans, Michael; Swartz, Tim

Hardcover

ISBN 10: 0198502788 ISBN 13: 9780198502784

Verlag: Oxford University Press, 2000

Inhaltsangabe

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.

Über diesen Titel

Über die Autorin bzw. den Autor

This book is designed to introduce graduate students and researchers to the primary methods used 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.

Details zur Ausgabe

• Verlag: Oxford University Press
• Erscheinungsdatum: 2000
• Sprache: Englisch
• ISBN 10: 0198502788
• ISBN 13: 9780198502784
• Einband: Gebundene Ausgabe
• Anzahl der Seiten: 300
• Kontakt zum Hersteller: preigu GmbH & Co. KG; mail@preigu.de; ; Lengericher Landstr. 19; Osnabrück; Niedersachsen; 49078; Deutschland