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Monte Carlo Method, Random Number, And Pseudorandom Number
Engelsk
Bogcover for Monte Carlo Method, Random Number, And Pseudorandom Number af Hiroshi Sugita, 9784931469655
Specifikationer
Sprog:
Engelsk
Sider:
148
ISBN-13:
9784931469655
Indbinding:
Paperback
ISBN-10:
4931469655
Udg. Dato:
1 maj 2011
Størrelse i cm:
Oplagsdato:
1 maj 2011
Forfatter(e):

Monte Carlo Method, Random Number, And Pseudorandom Number

Engelsk
Paperback 2011
Format:

Bog beskrivelse
Although the Monte Carlo method is used in so many fields, its mathematical foundation has been weak until now because of the fundamental problem that a computer cannot generate random numbers. This book presents a strong mathematical formulation of the Monte Carlo method which is based on the theory of random number by Kolmogorov and others and that of pseudorandom number by Blum and others. As a result, we see that the Monte Carlo method may not need random numbers and pseudorandom numbers may suffice. In particular, for the Monte Carlo integration, there exist pseudorandom numbers which serve as complete substitutes for random numbers.Published by Mathematical Society of Japan and distributed by World Scientific Publishing Co. for all markets
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Specifikationer
Sprog:
Engelsk
Sider:
148
ISBN-13:
9784931469655
Indbinding:
Paperback
ISBN-10:
4931469655
Udg. Dato:
1 maj 2011
Størrelse i cm:
Oplagsdato:
1 maj 2011
Forfatter(e):
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