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Monte Carlo Method, Random Number, And Pseudorandom Number
Engelsk Paperback
Monte Carlo Method, Random Number, And Pseudorandom Number
Engelsk Paperback

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Om denne bog
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
Product detaljer
Sprog:
Engelsk
Sider:
148
ISBN-13:
9784931469655
Indbinding:
Paperback
Udgave:
ISBN-10:
4931469655
Udg. Dato:
1 maj 2011
Længde:
0mm
Bredde:
0mm
Højde:
0mm
Forlag:
Mathematical Society of Japan
Oplagsdato:
1 maj 2011
Forfatter(e):
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