Acceptance-Rejection Sampling and Multi-dimensional Monte Carlo Integrations Utilizing Mathematica(R)

Chowdhury, Sujaul

ISBN 13: 9798337089294

Verlag: American Academic Press, 2025

Beschreibung

Bestandsnummer des Verkäufers I-9798337089294

Bibliografische Details

• Titel: Acceptance-Rejection Sampling and Multi-dimensional Monte Carlo Integrations Utilizing Mathematica(R)
• Verlag: American Academic Press
• Veröffentlichungsdatum: 2025
• Sprache: Englisch
• ISBN-13: 9798337089294
• Bindung: Softcover
• Zustand: New

Über diesen Titel

Inhaltsangabe

We have chosen suitable multi-variable probability density functions and obtained corresponding random variates using the random sampling method called acceptance-rejection method. This book provides hands-on and practical demonstrations of evaluation of multi-dimensional or high-dimensional definite integrals using Monte Carlo method. We have evaluated 2, 3, 5, 7 and 10 dimensional definite integrals. We performed symbolic computations using programs written in Mathematica(R), in which we performed the variate sampling and evaluated the integrals. The book is self-contained.