【原书作者】： Ilya M. Sobol
【译者】：
【ISBN 】： 0-8493-8673-X
【页数 】：124
【开本 】 ：16
【出版社】 ：CRC Press, Inc.
【出版日期】：1994
【文件格式】：pdf
【封面附图】：
【摘要或目录】：
The Monte Carlo method is a numerical method
of solving mathematical problems by random sarnpling.
As a universal numerical technique, the Monte
Carlo method could only have emerged with the appearance
of computers. The field of application of the
method is expanding with each new computer generation.
This book contains the main schemes of the Monte
Carlo method and various examples of how the method
can be used in queuing theory, quality and reliability
estimations, neutron transport, astrophysics,
and numerical analysis.
The principal goal of the book is to show researchers,
engineers, and designers in various areas (science,
technology, industry, medicine, economics, agriculture,
trade, etc.) that they may encounter problems
in their respective fields that can be solved by
the Monte Carlo method.
The reader is assumed to have only a basic knowledge
of elementaxy calculus. Section 2 presents the
concept of random variables in a simple way, which
is quite enough for understanding the simplest procedures
and applications of the Monte Carlo method.
The fourth revised and enlarged Russian edition
(1985; German trans. 1991) can be used as a university
textbook for students-nonrnathematicians.
contents
1 SIMULATING RANDOM VARIABLES 1
Random Variables 1
Generating Random Variables on a Computer 17
Transformations of Random Variables 23
2 EXAMPLES OF THE APPLICATION
OF THE MONTE CARLO =HOD 35
Simulation of a Mass-Servicing System 35
Calculating the Quality and Reliability
of Devices 40
Computation of Neutron Transmission
Through a Plate 47
An Astrophysical Problem 56
Evaluating a Definite Integral 59
3 ADDITIONAL INFORMATION 69
On Pseudorandom Numbers 69
On Methods for Generating Random Variables 73
On Monte Carlo Algorithms 93
REFERENCES 103
INDEX 105
A primer for the Monte Carlo method: 6597787-A-Primer-for-the-Monte-Carlo-Method.rar
