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Minimization of Computational Costs of Non-Analogue Monte Carlo Methods (Series on Soviet and East European Mathematics, Vol 5) [Hardcover]

By G. A. Mikhailov (Author)
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Item description for Minimization of Computational Costs of Non-Analogue Monte Carlo Methods (Series on Soviet and East European Mathematics, Vol 5) by G. A. Mikhailov...

Non-analogue Monte Carlo methods are useful when the direct simulation techniques are insufficient. To use the additional discretization, Monte Carlo estimates are biased and it is desirable to optimize the connection between discretization paramenters and the sample size. In this connection, the book investigates variances of non-analogue Monte Carlo estimates, uniform minimization of variances by choosing a computational model and the minimization of computational cost of non-analogue Monte Carlo methods.



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Item Specifications...


Studio: World Scientific Publishing Company
Pages   161
Est. Packaging Dimensions:   Length: 8.66" Width: 6.06" Height: 0.71"
Weight:   0.79 lbs.
Binding  Hardcover
Publisher   World Scientific Publishing Company
ISBN  9810207077  
ISBN13  9789810207076  


Availability  0 units.


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Product Categories

1Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
2Books > Subjects > Science > General
3Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
4Books > Subjects > Science > Mathematics > General



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