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G A Mikhailov
MINIMIZATION OF COMPUTATIONAL… (V5) [PDF ebook]

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Capa do G A Mikhailov: MINIMIZATION OF COMPUTATIONAL... (V5) (PDF)

Non-analogue Monte Carlo methods are useful when the direct simulation techniques are insufficient. To use the additional discretization, Monte Carlo estimates are biased and it is desirable to optimize the connection between discretization parameters and the sample size. In this connection, the book investigates variances of non-analogue Monte Carlo estimates, uniform minimization of variances by choosing a computational model and the minimization of computational cost of non-analogue Monte Carlo methods.This book is essentially new with respect to previous monographs on the Monte Carlo methods.

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Língua Inglês ● Formato PDF ● Páginas 172 ● ISBN 9789814360180 ● Tamanho do arquivo 101.3 MB ● Editora World Scientific Publishing Company ● Cidade Singapore ● País SG ● Publicado 1992 ● Carregável 24 meses ● Moeda EUR ● ID 2680119 ● Proteção contra cópia Adobe DRM

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