ENGLISH

Approximating integrals via Monte Carlo and deterministic methods

By Michael Evans , Tim Swartz

Book information

Publisher
Oxford University Press
Year
2000
ISBN
0198502788, 9780198502784
Open Library ID
OL7399953M
Language
english
Format
DJVU
Filesize
3 MB (2818194 bytes)
Series
Oxford statistical science series 20
Edition
1st
Pages
298\298
Library
Kolxo3
DPI
300
Time added
2009-07-20 03:45:11

Description

This book is designed to introduce graduate students and researchers to the primary methods useful for approximating integrals. The emphasis is on those methods that have been found to be of practical use, focusing on approximating higher- dimensional integrals with coverage of the lower-dimensional case as well. Included in the book are asymptotic techniques, multiple quadrature and quasi-random techniques and a complete development of Monte Carlo algorithms. For the Monte Carlo section important sampling methods, variance reduction techniques and the primary Markov Chain Monte Carlo algorithms are covered. This book brings these various techniques together for the first time, and provides an accessible textbook and reference for researchers in a wide variety of disciplines.

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