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Optimization of Weighted Monte Carlo Methods

Optimization of Weighted Monte Carlo Methods

Paperback

Series: Scientific Computation

Technology & EngineeringEnvironmental StudiesPhysics

ISBN10: 3642759831
ISBN13: 9783642759833
Publisher: Springer
Published: Nov 15 2011
Pages: 225
Weight: 0.76
Height: 0.51 Width: 6.14 Depth: 9.21
Language: English
Weighted Monte Carlo algorithms are extremely useful when direct simulation techniques are inapplicable or ineffective. The methods presented in this book help to minimize computer time and memory required in constructing statistical models for systems described by integral equations.

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