Symulacje Monte Carlo. Teoria i zastosowania
Overview & Synopsis
The script is based on the lecture and laboratory notes for the course “Monte Carlo method” taught at the first degree program in mathematics at Lublin University of Technology. The script discusses how to generate pseudo-random samples from various distributions, methods for measuring accuracy and variance reduction, quasi-Monte Carlo calculations, calculations related to stochastic processes, and the Metropolis-Hastings algorithm.
Indexed from repository: Directory of Open Access Books
(
www.doabooks.org)
Document Information
| Document Title | Symulacje Monte Carlo. Teoria i zastosowania |
|---|---|
| Author / Organization | Wlaź, Paweł |
| Subject & Discipline | Monte Carlo method, statistics, random numbers, pseudorandom numbers, computational methods |
| Categories | Open Access Books |
| Publication Year | 2025 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
Directory of Open Access Books
(www.doabooks.org)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-169322 |
| Original Source Link | Visit Source Page on www.doabooks.org » |