Comprehensive self-contained account of the Monte Carlo method by one of the subject's leading experts. Contains numerous examples from different fields of application and many exercises designed to provide students with hands-on experience in implementing algorithms.

Monte Carlo methods are widely used techniques, with applications in operations research, engineering, and computing The author covers all of the most important techniques of the Monte Carlo method It demonstrates how to analyze the sampling results with a computer, including over 75 readily implementable algorithms

Inhalt
1 Introduction.- 2 Estimating Volume and Count.- 3 Generating Samples.- 4 Increasing Efficiency.- 5 Random Tours.- 7 Generating Pseudorandom Numbers.- Author Index.