Minimization of Computational Costs of Non-Analogue Monte Carlo Methods by Mikhailov, G. a.

Minimization of Computational Costs of Non-Analogue Monte Carlo Methods (Hardcover) (ISBN-13: 9789810207076)

Vendor: G. a. Mikhailov
Product type: Books
Format: Hardcover
$80.00
$80.00
$80.00
Subtotal: $80.00
Minimization of Computational Costs of Non-Analogue Monte Carlo Methods by Mikhailov, G. a.

Minimization of Computational Costs of Non-Analogue Monte Carlo Methods

$80.00
Minimization of Computational Costs of Non-Analogue Monte Carlo Methods by Mikhailov, G. a.

Minimization of Computational Costs of Non-Analogue Monte Carlo Methods

$80.00
Format: Hardcover
Description
Description
x
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.

Author: G. a. Mikhailov
ISBN-10: 9810207077
ISBN-13: 9789810207076
Publisher: World Scientific Publishing Company
Language: English
Published: 01/01/1992
Pages: 172
Format: Hardcover
Weight: 0.83lbs
Size: 8.92h x 6.36w x 0.59d

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