eBook - PDF

Markov Chain Monte Carlo Simulations and Their Statistical Analysis

Name: Markov Chain Monte Carlo Simulations and Their Statistical Analysis
Author: Bernd A Berg

With Web-Based Fortran Code

Bernd A Berg,

380 pages
English
PDF
Available on iOS & Android

eBook - PDF

Markov Chain Monte Carlo Simulations and Their Statistical Analysis

With Web-Based Fortran Code

Bernd A Berg,

About this book

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++.

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Yes, you can access Markov Chain Monte Carlo Simulations and Their Statistical Analysis by Bernd A Berg in PDF and/or ePUB format, as well as other popular books in Computer Science & Computer Science General. We have over one million books available in our catalogue for you to explore.