Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique and trusted resource for course use, as well as researcher reference, offers accessible coverage, clear explanations and helpful examples throughout. Building from the basics, the text also includes applications in a variety of fields, such as physics, nuclear engineering, finance and investment, medical modeling and prediction, archaeology, geology and transportation planning.
1. Chapter 1 : Introduction - p. Page xiv 2. Chapter 2 : The Basis of Monte Carlo - p. Page 23 3. Chapter 3 : Pseudorandom Number Generators - p. Page 53 4. Chapter 4 : Sampling, Scoring, and Precision - p. Page 107 5. Chapter 5 : Variance Reduction Techniques - p. Page 148 6. Chapter 6 : Markov Chain Monte Carlo - p. Page 187 7. Chapter 7 : Inverse Monte Carlo - p. Page 252 8. Chapter 8 : Linear Operator Equations - p. Page 289 9. Chapter 9 : The Fundamentals of Neutral Particle Transport - p. Page 367 10. Chapter 10 : Monte Carlo Simulation of Neutral Particle Transport - p. Page 403 11. Appendix A : Some Common Probability Distributions - p. Page 446 12. Appendix B : The Weak and Strong Laws of Large Numbers - p. Page 493 13. Appendix C : Central Limit Theorem - p. Page 500 14. Appendix D : Linear Operators - p. Page 506 15. Appendix E : Some Popular Monte Carlo Codes for Particle Transport - p. Page 537 16. Appendix F : Minimal Standard Pseudorandom Number Generator - p. Page 552 17. Index - p. Page 556
Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique and trusted resource for course use, as well as researcher reference, offers accessible coverage, clear explanations and helpful examples throughout. Building from the basics, the text also includes applications in a variety of fields, such as physics, nuclear engineering, finance and investment, medical modeling and prediction, archaeology, geology and transportation planning.
1. Chapter 1 : Introduction - p. Page xiv 2. Chapter 2 : The Basis of Monte Carlo - p. Page 23 3. Chapter 3 : Pseudorandom Number Generators - p. Page 53 4. Chapter 4 : Sampling, Scoring, and Precision - p. Page 107 5. Chapter 5 : Variance Reduction Techniques - p. Page 148 6. Chapter 6 : Markov Chain Monte Carlo - p. Page 187 7. Chapter 7 : Inverse Monte Carlo - p. Page 252 8. Chapter 8 : Linear Operator Equations - p. Page 289 9. Chapter 9 : The Fundamentals of Neutral Particle Transport - p. Page 367 10. Chapter 10 : Monte Carlo Simulation of Neutral Particle Transport - p. Page 403 11. Appendix A : Some Common Probability Distributions - p. Page 446 12. Appendix B : The Weak and Strong Laws of Large Numbers - p. Page 493 13. Appendix C : Central Limit Theorem - p. Page 500 14. Appendix D : Linear Operators - p. Page 506 15. Appendix E : Some Popular Monte Carlo Codes for Particle Transport - p. Page 537 16. Appendix F : Minimal Standard Pseudorandom Number Generator - p. Page 552 17. Index - p. Page 556
