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Lectures on Monte Carlo methods / Neal Madras.

American Mathematical Society eBooks Available online

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Format:
Book
Author/Creator:
Madras, Neal Noah, 1957- author.
Series:
Fields Institute Monographs, 2472-4173 ; v. 16
Language:
English
Subjects (All):
Monte Carlo method.
Physical Description:
1 online resource (viii, 103 pages)
Place of Publication:
Providence, R.I. : American Mathematical Society, c2002.
System Details:
Mode of access : World Wide Web
Contents:
Chapter 1. Introduction Chapter 2. Generating random numbers Chapter 3. Variance reduction techniques Chapter 4. Markov chain Monte Carlo Chapter 5. Statistical analysis of simulation output Chapter 6. The Ising model and related examples
Notes:
Includes bibliographical references (pages 101-103).
Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
Description based on print version record.
Other Format:
Print version: Madras, Neal Noah, 1957- Lectures on Monte Carlo methods /
ISBN:
9781470431433 (online)
Access Restriction:
Restricted for use by site license.

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