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Techniques For Efficient Monte Carlo Simulation Selecting Probability Distributions V 2 Random Number Generation For Selected Probability Distributions V 3 Variance Reduction
Download Techniques For Efficient Monte Carlo Simulation Selecting Probability Distributions V 2 Random Number Generation For Selected Probability Distributions V 3 Variance Reduction full books in PDF, epub, and Kindle. Read online Techniques For Efficient Monte Carlo Simulation Selecting Probability Distributions V 2 Random Number Generation For Selected Probability Distributions V 3 Variance Reduction ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Techniques for Efficient Monte Carlo Simulation: Selecting probability distributions.-v. 2. Random number generation for selected probability distributions.-v. 3. Variance reduction by : Science Applications International Corporation
Download or read book Techniques for Efficient Monte Carlo Simulation: Selecting probability distributions.-v. 2. Random number generation for selected probability distributions.-v. 3. Variance reduction written by Science Applications International Corporation and published by . This book was released on 1975 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Techniques for Efficient Monte Carlo Simulation. Volume II. Random Number Generation for Selected Probability Distributions by : E. J. McGrath
Download or read book Techniques for Efficient Monte Carlo Simulation. Volume II. Random Number Generation for Selected Probability Distributions written by E. J. McGrath and published by . This book was released on 1973 with total page 120 pages. Available in PDF, EPUB and Kindle. Book excerpt: Algorithms for efficient generation of random numbers from various probability distributions are presented, in both a flowchart form and as a sample FORTRAN subroutine. Twenty-two different distributions, including all commonly encountered discrete and continuous functions, the Weibull, Johnson, and Pearson families of empirical distributions, and histogram distributions, are covered. The general techniques to apply in deriving a random number selection scheme for an arbitrary distribution are discussed. A machine-independent subroutine for generating uniform random numbers is also described. (Author).
Download or read book Nuclear Science Abstracts written by and published by . This book was released on 1975-06 with total page 1162 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Monte Carlo Particle Transport Methods by : I. Lux
Download or read book Monte Carlo Particle Transport Methods written by I. Lux and published by CRC Press. This book was released on 2018-05-04 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this book we try to reach several more-or-less unattainable goals namely: To compromise in a single book all the most important achievements of Monte Carlo calculations for solving neutron and photon transport problems. To present a book which discusses the same topics in the three levels known from the literature and gives us useful information for both beginners and experienced readers. It lists both well-established old techniques and also newest findings.
Book Synopsis Random Number Generation and Monte Carlo Methods by : James E. Gentle
Download or read book Random Number Generation and Monte Carlo Methods written by James E. Gentle and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo simulation has become one of the most important tools in all fields of science. This book surveys the basic techniques and principles of the subject, as well as general techniques useful in more complicated models and in novel settings. The emphasis throughout is on practical methods that work well in current computing environments.
Book Synopsis Monte Carlo Simulation in the Radiological Sciences by : Richard L. Morin
Download or read book Monte Carlo Simulation in the Radiological Sciences written by Richard L. Morin and published by CRC Press. This book was released on 2019-06-04 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: First Published in 1988, this book offers a full exploration into the applications of the Monte Carlo Simulation. Carefully compiled and filled with a vast repertoire of notes, diagrams, and references this book serves as a useful reference for Students of Radiology, and other practitioners in their respective fields.
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1975 with total page 1024 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.
Book Synopsis Techniques for Efficient Monte Carlo Simulation. Volume I. Selecting Probability Distributions by : E. J. McGrath
Download or read book Techniques for Efficient Monte Carlo Simulation. Volume I. Selecting Probability Distributions written by E. J. McGrath and published by . This book was released on 1973 with total page 141 pages. Available in PDF, EPUB and Kindle. Book excerpt: The document is the first of three volumes which present techniques and methods for developing efficient Monte Carlo simulation. The volume provides a straightforward approach and associated techniques for selecting the most appropriate probability distributions for use in Monte Carlo simulations. Part 1, Basic Considerations, presents the underlying concepts and principles for selecting probability distributions. Part 2, Selection of Distributions, gives the mathematical models representing stochastic processes and presents step-by-step procedures for identification and selection of the appropriate probability distributions based upon the degree of knowledge and available data for the ramdom variable under study. (Modified author abstract).
Book Synopsis Monte Carlo Methods by : Malvin H. Kalos
Download or read book Monte Carlo Methods written by Malvin H. Kalos and published by John Wiley & Sons. This book was released on 2008-10-20 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introduction to Monte Carlo methods seeks to identify and study the unifying elements that underlie their effective application. Initial chapters provide a short treatment of the probability and statistics needed as background, enabling those without experience in Monte Carlo techniques to apply these ideas to their research. The book focuses on two basic themes: The first is the importance of random walks as they occur both in natural stochastic systems and in their relationship to integral and differential equations. The second theme is that of variance reduction in general and importance sampling in particular as a technique for efficient use of the methods. Random walks are introduced with an elementary example in which the modeling of radiation transport arises directly from a schematic probabilistic description of the interaction of radiation with matter. Building on this example, the relationship between random walks and integral equations is outlined. The applicability of these ideas to other problems is shown by a clear and elementary introduction to the solution of the Schrodinger equation by random walks. The text includes sample problems that readers can solve by themselves to illustrate the content of each chapter. This is the second, completely revised and extended edition of the successful monograph, which brings the treatment up to date and incorporates the many advances in Monte Carlo techniques and their applications, while retaining the original elementary but general approach.
Book Synopsis Simulation and the Monte Carlo Method by : Reuven Y. Rubinstein
Download or read book Simulation and the Monte Carlo Method written by Reuven Y. Rubinstein and published by John Wiley & Sons. This book was released on 2016-10-21 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: This accessible new edition explores the major topics in Monte Carlo simulation that have arisen over the past 30 years and presents a sound foundation for problem solving Simulation and the Monte Carlo Method, Third Edition reflects the latest developments in the field and presents a fully updated and comprehensive account of the state-of-the-art theory, methods and applications that have emerged in Monte Carlo simulation since the publication of the classic First Edition over more than a quarter of a century ago. While maintaining its accessible and intuitive approach, this revised edition features a wealth of up-to-date information that facilitates a deeper understanding of problem solving across a wide array of subject areas, such as engineering, statistics, computer science, mathematics, and the physical and life sciences. The book begins with a modernized introduction that addresses the basic concepts of probability, Markov processes, and convex optimization. Subsequent chapters discuss the dramatic changes that have occurred in the field of the Monte Carlo method, with coverage of many modern topics including: Markov Chain Monte Carlo, variance reduction techniques such as importance (re-)sampling, and the transform likelihood ratio method, the score function method for sensitivity analysis, the stochastic approximation method and the stochastic counter-part method for Monte Carlo optimization, the cross-entropy method for rare events estimation and combinatorial optimization, and application of Monte Carlo techniques for counting problems. An extensive range of exercises is provided at the end of each chapter, as well as a generous sampling of applied examples. The Third Edition features a new chapter on the highly versatile splitting method, with applications to rare-event estimation, counting, sampling, and optimization. A second new chapter introduces the stochastic enumeration method, which is a new fast sequential Monte Carlo method for tree search. In addition, the Third Edition features new material on: • Random number generation, including multiple-recursive generators and the Mersenne Twister • Simulation of Gaussian processes, Brownian motion, and diffusion processes • Multilevel Monte Carlo method • New enhancements of the cross-entropy (CE) method, including the “improved” CE method, which uses sampling from the zero-variance distribution to find the optimal importance sampling parameters • Over 100 algorithms in modern pseudo code with flow control • Over 25 new exercises Simulation and the Monte Carlo Method, Third Edition is an excellent text for upper-undergraduate and beginning graduate courses in stochastic simulation and Monte Carlo techniques. The book also serves as a valuable reference for professionals who would like to achieve a more formal understanding of the Monte Carlo method. Reuven Y. Rubinstein, DSc, was Professor Emeritus in the Faculty of Industrial Engineering and Management at Technion-Israel Institute of Technology. He served as a consultant at numerous large-scale organizations, such as IBM, Motorola, and NEC. The author of over 100 articles and six books, Dr. Rubinstein was also the inventor of the popular score-function method in simulation analysis and generic cross-entropy methods for combinatorial optimization and counting. Dirk P. Kroese, PhD, is a Professor of Mathematics and Statistics in the School of Mathematics and Physics of The University of Queensland, Australia. He has published over 100 articles and four books in a wide range of areas in applied probability and statistics, including Monte Carlo methods, cross-entropy, randomized algorithms, tele-traffic c theory, reliability, computational statistics, applied probability, and stochastic modeling.
Book Synopsis Government Reports Announcements by :
Download or read book Government Reports Announcements written by and published by . This book was released on 1973 with total page 1352 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Exploring Monte Carlo Methods by : William L. Dunn
Download or read book Exploring Monte Carlo Methods written by William L. Dunn and published by Elsevier. This book was released on 2022-06-07 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique and trusted resource for course use, as well as researcher reference, offers accessible coverage, clear explanations and helpful examples throughout. Building from the basics, the text also includes applications in a variety of fields, such as physics, nuclear engineering, finance and investment, medical modeling and prediction, archaeology, geology and transportation planning. Provides a comprehensive yet concise treatment of Monte Carlo methods Uses the famous "Buffon’s needle problem" as a unifying theme to illustrate the many aspects of Monte Carlo methods Includes numerous exercises and useful appendices on: Certain mathematical functions, Bose Einstein functions, Fermi Dirac functions and Watson functions
Book Synopsis Explorations in Monte Carlo Methods by : Ronald W. Shonkwiler
Download or read book Explorations in Monte Carlo Methods written by Ronald W. Shonkwiler and published by Springer Nature. This book was released on with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Techniques for Efficient Monte Carlo Simulation: McGrath, E.J. ... et al. Selecting probability distributions by : Science Applications, inc
Download or read book Techniques for Efficient Monte Carlo Simulation: McGrath, E.J. ... et al. Selecting probability distributions written by Science Applications, inc and published by . This book was released on 1975 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Techniques for Efficient Monte Carlo Simulation. Volume III. Variance Reduction by : E. J. McGrath
Download or read book Techniques for Efficient Monte Carlo Simulation. Volume III. Variance Reduction written by E. J. McGrath and published by . This book was released on 1973 with total page 146 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many Monte Carlo simulation problems lend themselves readily to the application of variance reduction techniques. These techniques can result in great improvements in simulation efficiency. The document describes the basic concepts of variance reduction (Part 1), and a methodology for application of variance reduction techniques is presented in Part 2. Appendices include the basic analytical expressions for application of variance reduction schemes as well as an abstracted bibliography. The techniques considered here include importance sampling, Russian roulette and splitting, systematic sampling, stratified sampling, expected values, statistical estimation, correlated sampling, history reanalysis, control variates, antithetic variates, regression, sequantial sampling, adjoint formulation, transformations, orthonormal and conditional Monte Carlo. Emphasis has been placed on presentation of the material for application by the general user. This has been accomplished by presenting a step by step procedure for selection and application of the appropriate technique(s) for a given problem. (Author).
Book Synopsis Introducing Monte Carlo Methods with R by : Christian Robert
Download or read book Introducing Monte Carlo Methods with R written by Christian Robert and published by Springer Science & Business Media. This book was released on 2010 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the main tools used in statistical simulation from a programmer’s point of view, explaining the R implementation of each simulation technique and providing the output for better understanding and comparison.
Book Synopsis Government Reports Announcements & Index by :
Download or read book Government Reports Announcements & Index written by and published by . This book was released on 1973 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt:
