Explorations in Monte Carlo Methods

DOI10.1007/978-0-387-87837-9zbMath1183.65003OpenAlexW297821776MaRDI QIDQ3621900

Franklin Mendivil, Ronald Shonkwiler

Publication date: 22 April 2009

Published in: Undergraduate Texts in Mathematics (Search for Journal in Brave)

Full work available at URL: http://cds.cern.ch/record/1639461

zbMATH Keywords

entropyDirichlet problemWiener processrandom walkssimulated annealingprobabilityMonte Carlo methodsprobability density functionPoisson distributionvarianceIsing modelgenetic algorithmprobability distributionsgamma distributionstatistical mechanicsMarkov chain Monte Carlo methodsrandom number generationfinancial mathematicsbeta distributionBoltzmann factormetropolis algorithmBox-Muller algorithm\texttt{Matlab} algorithm0/1 permanentalias algorithmfractal inverse problemsMarsaglia-Bray algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Symbolic computation and algebraic computation (68W30) Monte Carlo methods (65C05) Sums of independent random variables; random walks (60G50) Stochastic programming (90C15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Numerical analysis or methods applied to Markov chains (65C40) Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20) Stochastic particle methods (65C35) Pseudo-random numbers; Monte Carlo methods (11K45) Foundations of stochastic processes (60G05)

Related Items

Image analysis for patterns in solutions of reaction-diffusion equations ⋮ Certified reinforcement learning with logic guidance ⋮ Random Construction of Interpolating Sets for High-Dimensional Integration

Uses Software

• Matlab