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Monte Carlo Methods Utilizing Mathematica®
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Monte Carlo Methods Utilizing Mathematica®

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This book provides practical demonstrations of how to carry out definite integrals with Monte Carlo methods using Mathematica. Random variates are sampled by the inverse transform method and the acceptance-rejection method using uniform, linear, Gaussian, and exponential probability distribution functions.

Undertitel
Applications in Inverse Transform and Acceptance-Rejection Sampling
Författare
Sujaul Chowdhury
Upplaga
2023 ed.
ISBN
9783031232930
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2023-02-25
Sidor
149