Markov Chain Monte Carlo Simulations And Their Statistical Analysis: With Web-based Fortran Code

Name: Markov Chain Monte Carlo Simulations And Their Statistical Analysis: With Web-based Fortran Code
Brand: World Scientific Publishing Co Pte Ltd
SKU: 9789812389350
Price: 541.79 RON
Availability: InStock

Autor: Bernd A. Berg

Limbă:

Legare: Copertă tare

Editura: World Scientific Publishing Co Pte Ltd

Disponibilitate: În depozitul extern

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541.79 lei

This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The mater...

Informații despre carte

Autor

Bernd A. Berg

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2004

Pagini

380

EAN

9789812389350

ISBN

9812389350

Enbook ID

05067830

Editura

World Scientific Publishing Co Pte Ltd

Greutate

674

Dimensiuni

161 x 229 x 25

Descriere completă

This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat bath algorithms, autocorrelations and the analysis of the performance of MC algorithms, to advanced topics including the multicanonical approach, cluster algorithms and parallel computing. Therefore, it is also of interest to researchers in the field. The book relates the theory directly to Web-based computer code. This allows readers to get quickly started with their own simulations and to verify many numerical examples easily. The present code is in Fortran 77, for which compilers are freely available. The principles taught are important for users of other programming languages, like C or C++.

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Markov Chain Monte Carlo Simulations And Their Statistical Analysis: With Web-based Fortran Code

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