Explorations in Monte Carlo Methods
from Springer, Undergraduate Texts in Mathematics

• A background in probability is not required; rather probability is one of the subjects covered. However a background in Calculus and Matrix Algebra is helpful.


• Programming is a major activity in this text. Given that, the programming level required proceeds from basic onward. Mathematical software packages such as Matlab or R can generate the required random numbers, perform simple loops and branches, and histogram the results.


• Provides a hands-on approach to learning the subject. Each new idea is motivated by a realistic problem.


• Programming exercises integrated through-out the text are the primary vehicle for learning the material. Each chapter contains a large collection of problems illustrating the material.

Computer Codes from the Book

• Chapter 1 -- Introduction
• Chapter 2 -- Probability Distributions
• Chapter 3 -- Markov Chain Monte Carlo
• Chapter 4 -- Optimization
• Chapter 5 -- Random Walks
• Appendix A
• Errata