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1.

図書

図書
Shigenori Tanaka, Pierre-Nicholas Roy, Lubos Mitas, editor[s] ; sponsored by the ACS Division of Physical Chemistry
出版情報: Washington, DC : American Chemical Society , [Oxford] : Distributed in print by Oxford University Press, c2016  ix, 173 p. ; 24 cm
シリーズ名: ACS symposium series ; 1234
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2.

図書

図書
Paul Glasserman
出版情報: New York ; Tokyo : Springer, c2004  xiii, 596 p. ; 25 cm
シリーズ名: Applications of mathematics ; 53
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目次情報: 続きを見る
Foundations
Generating Random Numbers and Random Variables
Generating Sample Paths
Variance Reduction Techniques
Quasi-Monte Carlo Methods
Discretization Methods
Estimating Sensitivities
Pricing American Options
Applications in Risk Management
Appendices
Foundations
Generating Random Numbers and Random Variables
Generating Sample Paths
3.

図書

図書
with contributions by K. Binder ... [et al.] ; edited by K. Binder
出版情報: Berlin ; New York : Springer-Verlag, 1979  xiii, 376 p. ; 25 cm
シリーズ名: Topics in current physics ; v. 7
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4.

図書

図書
edited by K. Binder ; with contributions by K.Binder ... [et al.]
出版情報: Berlin ; Heidelberg ; New York ; Tokyo : Springer-Verlag, c1986  xv, 411 p. ; 25 cm
シリーズ名: Topics in current physics ; v. 7
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5.

図書

図書
Reuven Y. Rubinstein
出版情報: New York : Wiley, c1981  xv, 278 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics ; . Probability and mathematical statistics
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目次情報: 続きを見る
Systems, Models, Simulation and the Monte Carlo Method
Random Number Generation
Random Variate Generation
Monte Carlo Integration and Variance Reduction Techniques
Linear Equations and Markov Chains
Regenerative Method for Simulation Analysis
Monte Carlo Optimization
Appendix
Exercises
References
Index
Systems, Models, Simulation and the Monte Carlo Method
Random Number Generation
Random Variate Generation
6.

図書

図書
Michael Evans and Tim Swartz
出版情報: Oxford ; New York : Oxford University Press, c2000  ix, 288 p. ; 24 cm
シリーズ名: Oxford statistical science series ; 20
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7.

図書

図書
David P. Landau, Kurt Binder
出版情報: Cambridge : Cambridge University Press, 2000  xiii, 384 p. ; 25 cm
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目次情報: 続きを見る
Preface
Introduction / 1:
Some necessary background / 2:
Simple sampling Monte Carlo methods / 3:
The metropolis Monte Carlo algorithm for lattice models / 4:
More on importance sampling Monte Carlo methods for lattice systems / 5:
Off-lattice models / 6:
Reweighting methods / 7:
Quantum Monte Carlo methods / 8:
Monte Carlo renormalization group methods / 9:
Non-equilibrium and irreversible processes / 10:
Lattice gauge models: a brief introduction / 11:
A brief review of other methods of computer simulation / 12:
Outlook / 13:
Preface
Introduction / 1:
Some necessary background / 2:
8.

図書

図書
Harald Niederreiter ... [et al.] (editors)
出版情報: New York ; Tokyo : Springer, 1998  xii, 448 p. ; 24 cm
シリーズ名: Lecture notes in statistics ; 127
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9.

図書

図書
Werner Schweika
出版情報: Berlin : Springer, c1998  x, 122 p. ; 24 cm
シリーズ名: Springer tracts in modern physics : Ergebnisse der exakten Naturwissenschaften / editor, G. Höhler ; 141
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10.

図書

図書
edited by M.P. Nightingale and C.J. Umrigar
出版情報: Dordrecht : Kluwer Academic, c1999  viii, 467 p. ; 25 cm
シリーズ名: NATO science series ; Ser. C . Mathematical and physical sciences ; v. 525
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