Monte Carlo methods are among the most used and useful computational tools available today, providing efficient and practical algorithims to solve a wide range of scientific and engineering problems. Applications covered in this book include optimization, finance, statistical mechanics, birth and death processes, and gambling systems.
Explorations in Monte Carlo Methods provides a hands-on approach to learning this subject. Each new idea is carefully motivated by a realistic prob...
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to Monte Carlo Methods.- Some Probability Distributions and Their Uses.- Markov Chain Monte Carlo.- Optimization by Monte Carlo Methods.- Random Walks.
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Ronald Shonkwiler is also publishing Mathematical Biology: An Introduction with Maple and Matlab, that will will be available in 2008. He is professor emeritus at G...
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