Statistical Simulation and Computational Methods: Monte Carlo, MCMC, and Stochastic Differential Equations - Softcover

Fourar, Yasmine

Softcover

ISBN 10: 620990730X ISBN 13: 9786209907302

Verlag: GlobeEdit, 2026

Inhaltsangabe

This book develops the core numerical methods used in modern statistical computing, with an emphasis on Monte Carlo techniques and their theoretical foundations. Starting from basic probability concepts, the text covers the simulation of random variables, the estimation of integrals via Monte Carlo, and practical variance reduction strategies that improve computational efficiency. It then addresses the challenges of Bayesian inference, introducing Markov chain Monte Carlo algorithms as tools for sampling from complex, high¿dimensional distributions. The treatment extends to stochastic differential equations, where numerical discretisation schemes such as Euler-Maruyama and Milstein are presented for simulating continuous¿time processes. Throughout, the material balances mathematical rigor with algorithmic implementation, supported by examples and step¿by¿step procedures. The book is designed for graduate students and researchers in statistics, data science, finance, and engineering who need a practical yet theoretically sound introduction to computational statistics.

Über diesen Titel

Über die Autorin bzw. den Autor

Yasmine Fourar holds a PhD in mathematics. Her research focuses on numerical methods. This book grew out of her lecture notes for a course on numerical statistics and stochastic modeling.

Details zur Ausgabe

• Verlag: GlobeEdit
• Erscheinungsdatum: 2026
• Sprache: Englisch
• ISBN 10: 620990730X
• ISBN 13: 9786209907302
• Einband: Taschenbuch
• Anzahl der Seiten: 76
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar