MATH 8605. Simulation and the Monte Carlo Method
| Course Code | MATE 8605 |
|---|---|
| Course Title | Simulation and the Monte Carlo Method |
| Credits | 3 |
| Hours | 3 per week |
| Prerequisites | MATH 6606 |
| Description | Random number generation. Random variate generation. Monte Carlo integration. Variance reduction techniques. Simulation of stochastic processes. Regenerative methods for simulation analysis. Simulation of queueing systems. Monte Carlo optimization. Simulation languages. Statistical evaluation of simulation results. Markov Chain Monte Carlo Methods (MCMC). Gibbs Sampler. Metropolis-Hastings Algorithm. Applications. | Additional Information |