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Article: Monte Carlo Strategies in Scientific Computing.(Book Reviews)(Book Review)
- Article from:
- Technometrics
- Article date:
- November 1, 2002
- Author:
CopyrightCOPYRIGHT 2002 American Statistical Association. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
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Monte Carlo Strategies in Scientific Computing, by Jun S. LIU, New York: Springer-Verlag, 2001, ISBN 0-387-95230-6, xvi + 343 pp., $69.95.
The strength of this book is in bringing together advanced Monte Carlo (MC) methods developed in many disciplines. This intent is clear from the outset: "Many researchers in different scientific areas have contributed to its development ... communications among researchers in these fields are very limited. It is therefore desirable to develop a relatively general framework in which scientists in every field ... can compare their Monte Carlo techniques and learn from one another." Throughout the book are examples of techniques ...