Stochastic Simulation and Monte Carlo Method

Fuente: arXiv
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Auteur principal: Mirzaei, Davoud
Format: Preprint
Publié: 2025
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author Mirzaei, Davoud
author_facet Mirzaei, Davoud
contents These lecture notes are intended to cover some introductory topics in stochastic simulation for scientific computing courses offered by the IT department at Uppsala University, as taught by the author. Basic concepts in probability theory are provided in the Appendix A, which you may review before starting the upcoming sections or refer to as needed throughout the text.
format Preprint
id arxiv_https___arxiv_org_abs_2501_00997
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Stochastic Simulation and Monte Carlo Method
Mirzaei, Davoud
Numerical Analysis
Computation
Other Statistics
These lecture notes are intended to cover some introductory topics in stochastic simulation for scientific computing courses offered by the IT department at Uppsala University, as taught by the author. Basic concepts in probability theory are provided in the Appendix A, which you may review before starting the upcoming sections or refer to as needed throughout the text.
title Stochastic Simulation and Monte Carlo Method
topic Numerical Analysis
Computation
Other Statistics
url https://arxiv.org/abs/2501.00997