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Acceptance-Rejection Sampling and Multi-dimensional Monte Carlo Integrations Utilizing Mathematica®

Acceptance-Rejection Sampling and Multi-dimensional Monte Carlo Integrations Utilizing Mathematica® Mathematics

Acceptance-Rejection Sampling and Multi-dimensional Monte Carlo Integrations Utilizing Mathematica®

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Description
We have chosen suitable multi-variable probability density functions and obtained corresponding random variates using the random sampling method called acceptance-rejection method. This book provides hands-on and practical demonstrations of evaluation of multi-dimensional or high-dimensional definite integrals using Monte Carlo method. We have evaluated 2, 3, 5, 7 and 10 dimensional definite integrals. We performed symbolic computations using programs written in Mathematica(R), in which we performed the variate sampling and evaluated the integrals. The book is self-contained.
Product details
Binding:
Paperback
Number of Pages:
100
Release Date:
2025-04-27
Publication Date:
2025-04-27
Publisher:
American Academic Press
Languages:
Original: English
ISBN13:
9798337089294
GPSR Manufacturer Reference:
Weight:
276 g
Height:
216 cm
Width:
280 cm
Thickness:
6 cm
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