Monte Carlo: Concepts, Algorithms and Applications

<body stylesrc="../_private/template_title.htm" topmargin="10" leftmargin="10" bgcolor="#FFFFFF" link="#333366" vlink="#000000" alink="#000000"> <div align="left"> <table border="0" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" cellpadding="0" id="table2"> <tr> <td width="780"> <div align="center"> <table border="0" cellpadding="5" cellspacing="0" height="206" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table3"> <tr> <td align="right" height="198" width="1%"> <p align="left"> <img border="0" src="../images/book_fishman.gif" width="149" height="200"></td> <td valign="top" align="left" height="198"> <table border="0" cellspacing="1" style="border-collapse: collapse" bordercolor="#111111" cellpadding="0" id="table4"> <tr> <td colspan="3" width="0%"> <p class="book_title">Monte Carlo <br> <span class="book_title_sub">Concepts, Algorithms and Applications</span></td> </tr> <tr> <td width="1%" class="book_details_tags" valign="top" height="16" align="left"> <img border="0" src="../images/blank_2x2.gif" width="2" height="2"><img border="0" src="../images/blank_2x2.gif" width="2" height="2"></td> <td width="52%" class="book_details_tags" valign="top" height="144" align="left" rowspan="9"> <map name="FPMap2"> <area href="../main/ratings.htm" shape="rect" coords="72, 0, 162, 33"> </map> <img border="0" src="../images_title/fishma8.gif" usemap="#FPMap2" width="209" height="158"></td> <td class="book_details" valign="top" height="16" align="left" width="50%"> </td> </tr> <tr> <td width="1%" class="book_details_tags" valign="top" height="16" align="left"> </td> <td class="book_details" valign="top" height="16" align="left" width="50%"> </td> </tr> <tr> <td width="1%" class="book_details_tags" valign="top" height="16" align="left"> </td> <td class="book_details" valign="top" height="16" align="left" width="50%"> </td> </tr> <tr> <td width="1%" class="book_details_tags" valign="top" height="16" align="left"> </td> <td class="book_details" valign="top" height="16" align="left" width="50%"> </td> </tr> <tr> <td width="1%" class="book_details_tags" valign="top" height="16" align="left"> </td> <td class="book_details" valign="top" height="16" align="left" width="50%"> </td> </tr> <tr> <td width="1%" class="book_details_tags" valign="top" height="16" align="left"> </td> <td class="book_details" valign="top" height="16" align="left" width="50%"> </td> </tr> <tr> <td width="1%" class="book_details_tags" valign="top" height="16" align="left"> </td> <td class="book_details" valign="top" height="16" align="left" width="50%"> </td> </tr> <tr> <td width="1%" class="book_details_tags" valign="top" height="16" align="left"> </td> <td class="book_details" height="32" align="center" width="50%" rowspan="2"> </td> </tr> <tr> <td width="1%" class="book_details_tags" valign="top" height="16" align="left"> </td> </tr> </table> </td> </tr> </table> <table border="0" cellpadding="10" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="468" id="table5"> <tr> <td> <script type="text/javascript"></script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script> </td></tr> </table> </div> <table border="0" cellpadding="5" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table6"> <tr> <td width="55%" valign="top"> <table border="0" cellpadding="0" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="130" align="left" id="table7"> <tr> <td width="125"> <script type="text/javascript"></script> <script type="text/javascript" src="http://pagead2.googlesyndication.com/pagead/show_ads.js"> </script> </td><td width="5"> </td> </tr> </table> <p align="left" class="body_expanded" style="line-height: 135%">This is the authoritative text on the Monte Carlo method. Fishman covers the standard topics of integral estimation, variance reduction and random number generation. He also includes extensive material on simulating stochastic processes. The treatment is very formal and meticulously detailed. Numerous algorithms are presented, and references are cited extensively. The book is not an easy read. You should read Rubinstein (<a href="../titles/rubinstein_r_(1981).htm">1981</a>) before attempting Fishman. The book is unsurpassed as a reference. </p> </td> <td width="45%" valign="top" class="body"> <table border="0" cellpadding="0" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" width="100%" id="table8"> <tr> <td width="100%" bgcolor="#333366"> <p class="header_yellow" align="center">Contents</td> </tr> <tr> <td width="100%" class="explanatory_text"> <table border="1" cellpadding="0" cellspacing="5" style="border-collapse: collapse" bordercolor="#CCCCFF" bgcolor="#CCCCFF" width="100%" id="table9"> <tr> <td class="contents_expanded"> <p class="contents_compressed" style="margin-top: 5; margin-bottom: 5">Introduction<p class="contents_compressed" style="margin-top: 5; margin-bottom: 5"> Estimating Volume and Count<p class="contents_compressed" style="margin-top: 5; margin-bottom: 5">Generating Samples<p class="contents_compressed" style="margin-top: 5; margin-bottom: 5">Increasing Efficiency<p class="contents_compressed" style="margin-top: 5; margin-bottom: 5"> Random Tours<p class="contents_compressed" style="margin-top: 5; margin-bottom: 5">Designing and Analyzing Sample Paths<p class="contents_compressed" style="margin-top: 5; margin-bottom: 5">Generating Pseudorandom Numbers</td> </tr> </table> </td> </tr> </table> <p align="center" class="body"> </p> </td> </tr> </table> <div align="left"> <div align="left"> <table border="1" cellpadding="6" cellspacing="0" style="border-collapse: collapse" bordercolor="#FFFFFF" width="100%" id="table10"> <tr> <td width="50%" bgcolor="#FFFFCC" align="center"> <table border="0" cellpadding="0" cellspacing="0" style="border-collapse: collapse" bordercolor="#111111" bgcolor="#FFFFCC" id="table11"> <tr> <td> <p class="body" style="margin-bottom: 5; margin-left:10; margin-right:5; margin-top:5"><b><font color="#333366" size="3">For related books, see sections:</font></b></p> <p class="bullet_line_space" style="margin-left: 10; margin-right: 5"> <img border="0" src="../images/bullet.gif" width="20" height="10"><a target="_top" href="../link_topic/math_monte_carlo.htm">Mathematics - Monte Carlo Method</a></p> <p class="bullet_line_space" style="margin-left: 10; 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