Handbook of Monte Carlo MethodsISBN: 978-0-470-17793-8
Hardcover
772 pages
March 2011
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Dirk P. Kroese, PhD, is Australian Professorial Fellow in
Statistics at The University of Queensland (Australia). Dr. Kroese
has more than seventy publications in such areas as stochastic
modeling, randomized algorithms, computational statistics, and
reliability. He is a pioneer of the cross-entropy method and the
coauthor of Simulation and the Monte Carlo Method, Second Edition
(Wiley).
Thomas Taimre, PhD, is a Postdoctoral Research Fellow at The University of Queensland. He currently focuses his research on Monte Carlo methods and simulation, from the theoretical foundations to performing computer implementations.
Zdravko I. Botev, PhD, is a Postdoctoral Research Fellow at the University of Montreal (Canada). His research interests include the splitting method for rare-event simulation and kernel density estimation. He is the author of one of the most widely used free MATLAB® statistical software programs for nonparametric kernel density estimation.