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a new lease of death

Hafiz of Shiraz New Nightingale, New Rose \ Poems from the Divan of Hafiz a new lease of death

Hafiz of Shiraz New...

Hafiz of Shiraz was one of the very greatest Persian poets. The poetry...

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Tammy Proctor M. World War I. A Short History a new lease of death

Tammy Proctor M. Wor...

A lively, engaging history of The Great War written for a new generati...

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Цена: 2361.91 RUR

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Bruno Vellas Pathy's Principles and Practice of Geriatric Medicine a new lease of death

Bruno Vellas Pathy's...

This new edition of the comprehensive and renowned textbook Principles...

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Цена: 62691.31 RUR

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System Of A Down System Of A Down - System Of A Down a new lease of death

System Of A Down Sys...

System Of A Down System Of A Down - System Of A Down

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Цена: 1744 RUR

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Varlotta Lori E. Student Affairs Budgeting and Financial Management in the Midst of Fiscal Crisis. New Directions for Student Services, Number 129 a new lease of death

Varlotta Lori E. Stu...

This volume is designed to help senior student affairs officers naviga...

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Цена: 2305.4 RUR

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Nakahara Chuya The Poems of Nakahara Chuya a new lease of death

Nakahara Chuya The P...

Born in 1907 Nakahara Chuya was one of the most gifted and colourful o...

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Цена: 1122 RUR

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Michael Boylan Environmental Ethics a new lease of death

Michael Boylan Envir...

The second edition of Environmental Ethics combines a strong theoretic...

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Цена: 4129.84 RUR

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Морган Райс A Land of Fire a new lease of death

Морган Райс A Land o...

In A LAND OF FIRE (BOOK #12 IN THE SORCERER’S RING), Gwendolyn and her...

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Цена: 59.9 RUR

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Hoffbrand A. Victor Haematology at a Glance a new lease of death

Hoffbrand A. Victor...

Following the familiar, easy-to-use at a Glance format, Haematology at...

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Цена: 3891.35 RUR

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Carole Mortimer Deceit Of A Pagan a new lease of death

Carole Mortimer Dece...

Carole Mortimer is one of Mills & Boon’s best loved Modern Romance aut...

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Цена: 311.23 RUR

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Jill Shalvis Long-Lost Mom a new lease of death

Jill Shalvis Long-Lo...

A classic novel of second chances and redemption from New York Times b...

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Цена: 373.33 RUR

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Dirk Kroese P. Simulation and the Monte Carlo Method a new lease of death

Dirk Kroese P. Simul...

This accessible new edition explores the major topics in Monte Carlo s...

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Цена: 10251.91 RUR

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Katsuto Tanaka Time Series Analysis. Nonstationary and Noninvertible Distribution Theory a new lease of death

Katsuto Tanaka Time...

Reflects the developments and new directions in the field since the pu...

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Цена: 10646.19 RUR

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Julia Justiss Regency Betrayal: The Rake to Ruin Her / The Rake to Redeem Her a new lease of death

Julia Justiss Regenc...

The Rake to Ruin HerKnown as ‘Magnificent Max’, diplomat Max Ransleigh...

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Цена: 499.02 RUR

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David Dooner B. Kinematic Geometry of Gearing a new lease of death

David Dooner B. Kine...

Building on the first edition published in 1995 this new edition of Ki...

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Цена: 13108.04 RUR

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Sandra Lee Willis's Elements of Quantity Surveying a new lease of death

Sandra Lee Willis's...

Willis's Elements of Quantity Surveying has become a standard text in...

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Цена: 3745.24 RUR

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Для информации:

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.