Explorations in Monte Carlo Methods
portes grátis
Explorations in Monte Carlo Methods
Shonkwiler, Ronald W.; Mendivil, Franklin
Springer International Publishing AG
06/2024
280
Dura
9783031559631
15 a 20 dias
Descrição não disponível.
1. Introduction to Monte Carlo Methods.- 2. Some Probability Distributions and Their Uses.- 3. Markov Chain Monte Carlo.- 4. Random Walks.- 5. Optimization by Monte Carlo Methods.- 6. More on Markov Chain Monte Carlo.- A. Generating Uniform Random Numbers.- B. Perron Frobenius Theorem.- C. Kelly Allocation for Correlated Investments.- D. Donsker's Theorem.- E. Projects.- References.- List of Notation.- Code Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Markov chain;Markov chain Monte Carlo;Matlab;Monte Carlo;Monte Carlo method;Probability distribution;algorithims;algorithms;genetic algorithms;optimization;probability density function;random number generator;random walks;python simulation;stochastic processes;histogram simulation;Walker's alias method;Perron Frobenius theorem;Kelly allocation correlated investments;Donsker's theorem
1. Introduction to Monte Carlo Methods.- 2. Some Probability Distributions and Their Uses.- 3. Markov Chain Monte Carlo.- 4. Random Walks.- 5. Optimization by Monte Carlo Methods.- 6. More on Markov Chain Monte Carlo.- A. Generating Uniform Random Numbers.- B. Perron Frobenius Theorem.- C. Kelly Allocation for Correlated Investments.- D. Donsker's Theorem.- E. Projects.- References.- List of Notation.- Code Index.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Markov chain;Markov chain Monte Carlo;Matlab;Monte Carlo;Monte Carlo method;Probability distribution;algorithims;algorithms;genetic algorithms;optimization;probability density function;random number generator;random walks;python simulation;stochastic processes;histogram simulation;Walker's alias method;Perron Frobenius theorem;Kelly allocation correlated investments;Donsker's theorem