Approximating Integrals via Monte Carlo and Deterministic Methods

Name: Approximating Integrals via Monte Carlo and Deterministic Methods
Brand: Oxford University Press
SKU: 9780198502784
Price: 29700 KES
Availability: OutOfStock
ISBN: 9780198502784

by Michael Evans , Timothy Swartz

Book Details

Format Hardback

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 statistics Probability & statistics Reliability engineering Computer science

KSh 29,700.00

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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.

Get Approximating Integrals via Monte Carlo and Deterministic Methods by Michael Evans, Timothy Swartz at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Oxford University Press and it has 298 pages.