Monte Carlo simulation has become one of the most important tools in all fields of science. This book surveys the basic techniques and principles of the subject

Tremendous progress has taken place in the related areas of uniform pseudorandom number generation and quasi-Monte Carlo methods in the last five years. This vo

Monte Carlo simulation has become one of the most important tools in all fields of science. Simulation methodology relies on a good source of numbers that appea

Exploring Monte Carlo Methods, Second Edition provides a valuable introduction to the numerical methods that have come to be known as "Monte Carlo." This unique

A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical