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[ BOOK MONTE CARLO SIMULATION: THE ART OF RANDOM PROCESS CHARACTERIZATION by D. JAMES BENTON OVERVIEW ]
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There are many textbooks devoted to the theory behind Monte Carlo methods. More often than not, these are heavy on theory and light on example. Rarely do they include the examples in their entirety, mostly presenting the final results in summary form. The aim of this text is to be light on theory and heavy on example. Each example is included in its entirety: input, output, and source code or spreadsheet. If you work through all the examples, you should be able to simulate whatever process is needed.
Addendum:
I attempted to return the physical book in early 2021; I was refunded and told by Amazon no need to return the physical book, just keep it and the refund. Nice refund gesture by Amazon, but it doesnβt speak well for the actual book. Not even Amazon wanted it back.
Name: C4ISR
Rating: 5.0 out of 5 stars
Title: Great beginners read
Date: Reviewed in the United States πΊπΈ on May 21, 2021
Review: This is a great intro to probability. It is broken down into small bites and very clear examples. Highly recommended
Name: Never Stop Learning
Rating: 1.0 out of 5 stars
Title: Random and Disconnected
Date: Reviewed in the United States πΊπΈ on June 22, 2021
Review: I expected more organization and background for each topic. I began to wonder what principles were being illustrated. The appendices were filled with unstructured uncommented C code that to me were useless for illustrating Monte Carlo simulation principles.
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