Monte Carlo algorithms.

DOI10.1007/978-3-540-89141-3zbMath1254.65012OpenAlexW3979328MaRDI QIDQ616584

Erich Novak, Klaus Ritter, Thomas Müller-Gronbach

Publication date: 10 January 2011

Published in: Springer-Lehrbuch (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-89141-3

zbMATH Keywords

monographconvergenceerror estimatesnumerical integrationMarkov chain Monte Carlo methodBrownian motionMonte Carlo methodsnumerical simulationvariance reductionPoisson processparticle physicsrandom numbersacceptance-rejection methodsdirect simulationfinancial and actuarial mathematicstime-discrete Markov processes

Mathematics Subject Classification ID

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