Features
- Cover Type: Hard Cover with 380 pages
- Published by: World Scientific Publishing Company October 28, 2004
- Written in: English
- ISBN 10 Number: 9812389350
- ISBN 13 Number: 978-9812389350
-
Book Dimensions:
9 x 6.3 x 1.1 inches
- Weighs: 1.6 pounds
Zentralblatt MATH
A special feature of this book is inclusion of computer code directly related to the theory of the techniques.
Book Description
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++.
Reader Reviews
The book is best suited for those actually using Fortran. The Markov chain examples of Monte Carlo runs are well explained. Hopefully, the reader should not have any problem with the concepts. Of course, the actual runs are very compute intensive, but that's why you need a computer. If you are coding in another language, the book can still be of use. The algorithms are the same, of course. You'll have to manually recode the examples in your language. But the core of the algorithm implementations is relatively small. Shouldn't take too long.
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