Xi'an's Og

Through the webpage of the Advanced Monte Carlo Methods I & II, given a few years ago by Michael Mascagni at ETH Zürich, I found a link to the scanned version of the 1964 book Monte Carlo Methods by Hammersley and Handscomb. This is a short book, with less than 150 pages, especially if one skips the physics applications, and I will certainly take a look at it in the coming days, following the reading of Halton’s 1970 survey.

This entry was posted on May 27, 2011 at 12:11 am and is filed under Books, R, Statistics with tags Hammersley, Handscomb, Monte Carlo methods, simulation, Zurich. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.