Skip to main content

Save up to 20% on Elsevier print and eBooks with free shipping. No promo code needed.

Save up to 20% on print and eBooks.

The Monte Carlo Method

The Method of Statistical Trials

1st Edition - January 1, 1966

Editor: Yu.A. Shreider

Language: English
eBook ISBN:
9 7 8 - 1 - 4 8 3 1 - 5 5 5 7 - 9

The Monte Carlo Method: The Method of Statistical Trials is a systematic account of the fundamental concepts and techniques of the Monte Carlo method, together with its range of… Read more

The Monte Carlo Method

Purchase options

LIMITED OFFER

Save 50% on book bundles

Immediately download your ebook while waiting for your print delivery. No promo code is needed.

Institutional subscription on ScienceDirect

Request a sales quote
The Monte Carlo Method: The Method of Statistical Trials is a systematic account of the fundamental concepts and techniques of the Monte Carlo method, together with its range of applications. Some of these applications include the computation of definite integrals, neutron physics, and in the investigation of servicing processes. This volume is comprised of seven chapters and begins with an overview of the basic features of the Monte Carlo method and typical examples of its application to simple problems in computational mathematics. The next chapter examines the computation of multi-dimensional integrals using the Monte Carlo method. Some examples of statistical modeling of integrals are analyzed, together with the accuracy of the computations. Subsequent chapters focus on the applications of the Monte Carlo method in neutron physics; in the investigation of servicing processes; in communication theory; and in the generation of uniformly distributed random numbers on electronic computers. Methods for organizing statistical experiments on universal digital computers are discussed. This book is designed for a wide circle of readers, ranging from those who are interested in the fundamental applications of the Monte Carlo method, to those who are concerned with comparatively limited problems of the peculiarities of simulating physical processes.