World Scientific Publishing, 2004, 378 pp. This book presents Markov Chain Monte Carlo (MC) simulations techniques in a self-contained way. The material should be accessible to advanced undergraduate students and is suitable for a course. In contrast to most other treatments of the subject, we relate the theory directly to computer code. It is my experience that writing suitable computer programs is by far more time consuming than understanding the theoretical concepts. Therefore, a symbiosis of theory and code should allow the beginner to reach the goal of own, original applications in a shorter than usual time. The code is written in Fortran 77 and can be downloaded from the Web by following the instructions given in chapter 1.Contents. Preface. 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. Appendix. Bibliography. Index.
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