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1.

図書
図書
1. Recent progress in quantum Monte Carlo
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
2. Monte Carlo methods in financial engineering
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
3. Simulation and the Monte Carlo method
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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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
4.

図書
図書
4. Approximating integrals via Monte Carlo and deterministic methods
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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5.

図書
図書
5. A guide to Monte Carlo simulations in statistical physics (: hard ; : pbk)
David P. Landau, Kurt Binder
出版情報: Cambridge : Cambridge University Press, 2000  xiii, 384 p. ; 25 cm
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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：
6.

図書
図書
6. Monte Carlo and quasi-Monte Carlo Methods 1996 : proceedings of a conference at the University of Salzburg, Austria, July 9-12, 1996
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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7.

図書
図書
7. Disordered alloys : diffuse scattering and Monte Carlo simulations
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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8.

図書
図書
8. Quantum Monte Carlo methods in physics and chemistry (: pbk)
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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9.

図書
図書
9. Markov chain Monte Carlo in practice. 1st ed
edited by W.R. Gilks, S. Richardson, and D.J. Spiegelhalter
出版情報: London ; Tokyo : Chapman & Hall, 1996  xvii, 486 p. ; 25 cm
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10.

図書
図書
10. Basics
Malvin H. Kalos, Paula A. Whitlock
出版情報: New York : J. Wiley, c1986  ix, 186 p. ; 24 cm
シリーズ名: A Wiley-Interscience publication ; . Monte Carlo methods ; v. 1
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目次情報: 続きを見る
What is Monte Carlo?
A Bit of Probability Theory
Sampling Random Variables
Monte Carlo Evaluation of Finite-Dimensional Integrals
Statistical Physics
Simulations of Stochastic Systems: Radiation Transport
Random Walks and Integral Equations
Introduction to Green's Function Monte Carlo
Appendixes
Index
What is Monte Carlo?
A Bit of Probability Theory
Sampling Random Variables
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