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Lectures on Monte Carlo Theory by Pawel Lorek

Lectures on Monte Carlo Theory

by Pawel Lorek , Tomasz Rolski
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Book cover type: Hardcover
  • ISBN13: 9783032011893
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 632
  • Original Price: EUR 76.29
  • Language: English
  • Edition: N/A
  • Item Weight: 1080 grams
  • BISAC Subject(s): Probability & Statistics / General

line-height: normal;">Topics include the generation and analysis of pseudorandom numbers (which are intended to imitate truly random numbers on a computer), the design and justification of Monte Carlo algorithms, and advanced approaches such as Markov cha

Pawel Lorek obtained his PhD at the University of Wroclaw in 2007, where he is currently a professor at the Faculty of Mathematics and Computer Science. His main scientific interests include Markov chains (in particular, the rate of convergence to stationarity and duality-based methods), computer security, and probabilistic aspects of machine learning.

Tomasz Rolski obtained his PhD at the University of Wroclaw in 1972, where he is currently a professor at the Faculty of Mathematics and Computer Science. He is the author or co-author of about 90 scientific publications and three books in various areas of applied probability. His main mathematical interests include queueing theory, point processes, ruin theory, and life insurance mathematics.

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