Monte Carlo method, random number, and pseudorandom number

Author(s)

• 杉田, 洋 スギタ, ヒロシ

Bibliographic Information

Monte Carlo method, random number, and pseudorandom number

Hiroshi Sugita

（MSJ memoirs, v. 25 (2011)）

Mathematical Society of Japan , World Scientific Pub. [distributor], c2011

• : pbk

Note

Distributed outside Japan by World Scientific Pub

Includes bibliographical references (p. 127-130) and index

Description and Table of Contents

Description

Although the Monte Carlo method is used in so many fields, its mathematical foundation has been weak until now because of the fundamental problem that a computer cannot generate random numbers. This book presents a strong mathematical formulation of the Monte Carlo method which is based on the theory of random number by Kolmogorov and others and that of pseudorandom number by Blum and others. As a result, we see that the Monte Carlo method may not need random numbers and pseudorandom numbers may suffice. In particular, for the Monte Carlo integration, there exist pseudorandom numbers which serve as complete substitutes for random numbers.Published by Mathematical Society of Japan and distributed by World Scientific Publishing Co. for all markets

by "Nielsen BookData"

Details

• NCID: BB05654264
• ISBN:
  • 9784931469655
• Country Code: ja
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Tokyo, Japan,Singapore
• Pages/Volumes: xiv, 133 p.
• Size: 25 cm
• Subject Headings:
  • LCSH : Monte Carlo method
• Parent Bibliography ID:
  • BA34550797