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Exploring Monte Carlo Methods - MaRDI portal

Exploring Monte Carlo Methods

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Publication:5020178

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DOI10.1016/C2017-0-01717-2zbMath1491.65002MaRDI QIDQ5020178

William L. Dunn, J. Kenneth Shultis

Publication date: 4 January 2022

zbMATH Keywords

textbook Markov chain Monte Carlo Monte Carlo methods linear operator equations variance reduction pseudo-random number generation inverse Monte Carlo

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Random number generation in numerical analysis (65C10) Numerical solutions to equations with linear operators (65J10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to numerical analysis (65-01)

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