Overview

This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat bath algorithms, autocorrelations and the analysis of the performance of MC algorithms, to advanced topics including the multicanonical approach, cluster algorithms and parallel computing. Therefore, it is also of interest to researchers in the field. The book relates the theory directly to Web-based computer code. This allows readers to get quickly started with their own simulations and to verify many numerical examples easily. The present code is in Fortran 77, for which compilers are freely available. The principles taught are important for users of other programming languages, like C or C++.

Full Product Details

Author:   Bernd A Berg (Florida State Univ, Usa)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Dimensions:   Width: 15.70cm , Height: 2.70cm , Length: 23.50cm
Weight:   0.676kg
ISBN:  

9789812389350

ISBN 10:   9812389350
Pages:   380
Publication Date:   04 October 2004
Audience:   General/trade ,  Professional and scholarly ,  College/higher education ,  General ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock  
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.

Table of Contents

Sampling, Statistics and Computer Code; Error Analysis for Independent Random Variables; Markov Chain Monte Carlo; Error Analysis for Markov Chain Data; Advanced Monte Carlo; Parallel Computing; Conclusions, History and Outlook.

Reviews

?... a special feature of this book is inclusion of computer code directly related to the theory of the techniques ...

"?... a special feature of this book is inclusion of computer code directly related to the theory of the techniques ..."""

?... a special feature of this book is inclusion of computer code directly related to the theory of the techniques ...""

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