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A Classic Book: Monte Carlo Methods
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J. M. Hammersley and D. C. Handscomb, Monte Carlo Methods, Chapman and Hall, London & New York, 1964 "This book is my favorite, as it is short, and provides a very readable overview of Monte Carlo as it stood in 1964. Remarkably, the theoretical foundations remain rather similar, the main differences are that the applications are much more sophisticated today. Thus, much of the first part of the course will be based on this text. Unfortunately, it is out of print, and no longer available" http://www.cs.fsu.edu/~mascagni/Hammersley-Handscomb.pdf |
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