
Publisher: Wiley
Language: English
ISBN: 0470177942
Paperback: 345 pages
Data: Dec 2007
Format: PDF
Description: * The authoritative resource for understanding the power behind Monte Carlo Methods.
* Most ideas are introduced and explained by way of concrete examples, algorithms, and practical experiments
* A new co-author has now been added to enliven the writing style and to provide modern day expertise on new topics
* An extensive range of exercises is provided at the end of each chapter, with more difficult sections and exercises marked accordingly
* Examples of cross-entropy programs, written in MATLAB, are given in an appendix
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