Approximating Integrals via Monte Carlo and Deterministic Methods
Book Details
Format
Hardback or Cased Book
Book Series
Oxford Statistical Science Series
ISBN-10
0198502788
ISBN-13
9780198502784
Publisher
Oxford University Press
Imprint
Oxford University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Mar 23rd, 2000
Print length
298 Pages
Weight
572 grams
Dimensions
23.60 x 16.30 x 2.50 cms
Product Classification:
Economic statisticsProbability & statisticsReliability engineeringComputer science
Ksh 29,800.00
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This text 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, with the focus on approximating higher-dimensional integrals although lower is also covered.
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.
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