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Acceptance-Rejection Sampling and Multi-dimensional Monte Carlo Integrations Utilizing Mathematica(R)

by Sujaul Chowdhury
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Current price ₹4,400.00
Original price ₹4,996.00
Original price ₹4,996.00
Original price ₹4,996.00
(-12%)
₹4,400.00
Current price ₹4,400.00

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Book cover type: Paperback
  • ISBN13: 9798337089294
  • Binding: Paperback
  • Subject: N/A
  • Publisher: American Academic Press
  • Publisher Imprint: American Academic Press
  • Publication Date:
  • Pages: 100
  • Original Price: GBP 39.49
  • Language: English
  • Edition: N/A
  • Item Weight: 254 grams
  • BISAC Subject(s): General

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.

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