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OverviewAlthough the Monte Carlo method is used in so many fields, its mathematical foundation has been weak until now because of the fundamental problem that a computer cannot generate random numbers. This book presents a strong mathematical formulation of the Monte Carlo method which is based on the theory of random number by Kolmogorov and others and that of pseudorandom number by Blum and others. As a result, we see that the Monte Carlo method may not need random numbers and pseudorandom numbers may suffice. In particular, for the Monte Carlo integration, there exist pseudorandom numbers which serve as complete substitutes for random numbers.Published by Mathematical Society of Japan and distributed by World Scientific Publishing Co. for all markets Full Product DetailsAuthor: Hiroshi SugitaPublisher: Mathematical Society of Japan Imprint: Mathematical Society of Japan Volume: 25 Dimensions: Width: 17.30cm , Height: 1.00cm , Length: 24.60cm Weight: 0.295kg ISBN: 9784931469655ISBN 10: 4931469655 Pages: 148 Publication Date: 01 May 2011 Audience: College/higher education , Professional and scholarly , Tertiary & Higher Education , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: In Print This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |