Dvu "Monte Carlo: concepts, algorithms, and applications - George S. Fishman"

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Monte Carlo: concepts, algorithms, and applications
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This volume presents a comprehensive first course in the Monte Carlo method which will be suitable for graduate and undergraduate students in the mathematical sciences and engineering, principally operations research, statistics, mathematics, and computer science. The reader is assumed to have a sound understanding of calculus, introductory matrix analysis, probability, and intermediate statistics, but otherwise the book is self-contained.


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