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Handbook of Monte Carlo Methods Open ebook - 2011

by Dirk P. Kroese; Thomas Taimre; Zdravko I. Botev


Details

  • Title Handbook of Monte Carlo Methods
  • Author Dirk P. Kroese; Thomas Taimre; Zdravko I. Botev
  • Binding Open Ebook
  • Pages 772
  • Volumes 1
  • Language ENG
  • Publisher Wiley
  • Date 2011
  • ISBN 9781118014950 / 1118014952
  • Dewey Decimal Code 518.282

About the author

Dirk P. Kroese, PhD, is Australian Professorial Fellow in Statistics at The University of Queensland (Australia). Dr. Kroese has more than seventy publications in such areas as stochastic modeling, randomized algorithms, computational statistics, and reliability. He is a pioneer of the cross-entropy method and the coauthor of Simulation and the Monte Carlo Method, Second Edition (Wiley).

Thomas Taimre, PhD, is a Postdoctoral Research Fellow at The University of Queensland. He currently focuses his research on Monte Carlo methods and simulation, from the theoretical foundations to performing computer implementations.

Zdravko I. Botev, PhD, is a Postdoctoral Research Fellow at the University of Montreal (Canada). His research interests include the splitting method for rare-event simulation and kernel density estimation. He is the author of one of the most widely used free MATLAB(R) statistical software programs for nonparametric kernel density estimation.