Abstract
In this chapter we shall look into one particular computational technique that is being used (and misused) extensively in analyzing stochastic systems: the method of Monte Carlo. The material is closely related to that presented in chapter 1, but is of a more technical nature. In later chapters the method will be applied to many special cases of practical interest, but here the attitude is methodological, with some emphasis on computational efficiency.
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© 1971 Brown University
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Freiberger, W., Grenander, U. (1971). Simulation. In: A Course in Computational Probability and Statistics. Applied Mathematical Sciences, vol 6. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-9837-3_2
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DOI: https://doi.org/10.1007/978-1-4612-9837-3_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-90029-2
Online ISBN: 978-1-4612-9837-3
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