Markov Chain Monte Carlo Simulations And Their Statistical Analysis: With Web-based Fortran Code
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A01=Alexei Bazavor
A01=Bernd A Berg
A01=Bernd Albert Berg
Author_Alexei Bazavor
Author_Bernd A Berg
Author_Bernd Albert Berg
Category=PBT
Category=PBWL
Category=PHU
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Error Analysis
Fitting
Heat Bath Algorithm
Jackknife
Markov
Metropolis
Monte Carlo
MPI
Multicanonical
Parallel Computing
Simulations
Statistics
Product details
- ISBN 9789812389350
- Publication Date: 04 Oct 2004
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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This book teaches modern Markov chain Monte Carlo (MC) simulation techniques step by step. The material should be accessible to advanced undergraduate students and is suitable for a course. It ranges from elementary statistics concepts (the theory behind MC simulations), through conventional Metropolis and heat bath algorithms, autocorrelations and the analysis of the performance of MC algorithms, to advanced topics including the multicanonical approach, cluster algorithms and parallel computing. Therefore, it is also of interest to researchers in the field. The book relates the theory directly to Web-based computer code. This allows readers to get quickly started with their own simulations and to verify many numerical examples easily. The present code is in Fortran 77, for which compilers are freely available. The principles taught are important for users of other programming languages, like C or C++.
