Explorations in Monte Carlo Methods (Record no. 60707)
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| 001 - CONTROL NUMBER | |
| control field | 978-3-031-55964-8 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251030112310.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240614s2024 sz | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783031559648 |
| -- | 978-3-031-55964-8 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-031-55964-8 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA273.A1-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | thema |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | thema |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Shonkwiler, Ronald W. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 9 (RLIN) | 78655 |
| 245 10 - TITLE STATEMENT | |
| Title | Explorations in Monte Carlo Methods |
| Medium | [electronic resource] / |
| Statement of responsibility, etc. | by Ronald W. Shonkwiler, Franklin Mendivil. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. 2024. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer Nature Switzerland : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2024. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XV, 280 p. 92 illus., 28 illus. in color. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Undergraduate Texts in Mathematics, |
| International Standard Serial Number | 2197-5604 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Monte Carlo Methods are among the most used, and useful, computational tools available today. They provide efficient and practical algorithms to solve a wide range of scientific and engineering problems in dozens of areas many of which are covered in this text. These include simulation, optimization, finance, statistical mechanics, birth and death processes, Bayesian inference, quadrature, gambling systems and more. This text is for students of engineering, science, economics and mathematics who want to learn about Monte Carlo methods but have only a passing acquaintance with probability theory. The probability needed to understand the material is developed within the text itself in a direct manner using Monte Carlo experiments for reinforcement. There is a prerequisite of at least one year of calculus and a semester of matrix algebra. Each new idea is carefully motivated by a realistic problem, thus leading to insights into probability theory via examples and numerical simulations. Programming exercises are integrated throughout the text as the primary vehicle for learning the material. All examples in the text are coded in Python as a representative language; the logic is sufficiently clear so as to be easily translated into any other language. Further, Python scripts for each worked example are freely accessible for each chapter. Along the way, most of the basic theory of probability is developed in order to illuminate the solutions to the questions posed. One of the strongest features of the book is the wealth of completely solved example problems. These provide the reader with a sourcebook to follow towards the solution of their own computational problems. Each chapter ends with a large collection of homework problems illustrating and directing the material. This book is suitable as a textbook for students of engineering, finance, and the sciences as well as mathematics. The problem-oriented approach makes it ideal for an applied course in basic probability as well as for a more specialized course in Monte Carlo Methods. Topics include probability distributions, probability calculations, sampling, counting combinatorial objects, Markov chains, random walks, simulated annealing, genetic algorithms, option pricing, gamblers ruin, statistical mechanics, random number generation, Bayesian Inference, Gibbs Sampling and Monte Carlo integration. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65724 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
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| General subdivision | Mathematics. |
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| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
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| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
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| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 67234 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 58677 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
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| 9 (RLIN) | 65738 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65528 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mendivil, Franklin. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 9 (RLIN) | 78656 |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer Nature eBook |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031559631 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031559655 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783031559662 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Undergraduate Texts in Mathematics, |
| International Standard Serial Number | 2197-5604 |
| 9 (RLIN) | 78657 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-031-55964-8">https://doi.org/10.1007/978-3-031-55964-8</a> |
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| -- | ZDB-2-SXMS |
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