Markov Chain Monte Carlo Simulations And Their Statistical Analysis: With Web-based Fortran Code

Bernd A. Berg

  • 出版商: World Scientific Pub
  • 出版日期: 2004-10-04
  • 售價: $1,400
  • 貴賓價: 9.8$1,372
  • 語言: 英文
  • 頁數: 378
  • 裝訂: Paperback
  • ISBN: 9812389350
  • ISBN-13: 9789812389350
  • 相關分類: 程式語言
  • 下單後立即進貨 (約5~7天)





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++.


Table of Contents:

  • 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