Nous Irons A Monte Carlo

A two-time GRAMMY Award winner, bassist, producer, composer, and all-around musician Marcus Miller has been a student and a leader, a creator and an interpreter, a master and a mentor in the art form of music - from his teen years to the present - with many more miles to go before he sleeps…a profound past paving the way to an as yet unfathomable future. Marcus continues this legacy with A Night in Monte-Carlo, a live audio document of an amazing concert he was commissioned to perform on November 29, 2008 in the "rich man's playground" of Monaco - a performance of music of his choice, much of it from his pen, featuring his arrangements for symphony orchestra. It features Marcus leading both his quartet and the Monte-Carlo Philharmonic Orchestra, with special guests: trumpeter Roy Hargrove as well as singer, songwriter and guitarist Raul Midón.

This book discusses the general principles of the Monte Carlo method with an emphasis on techniques to decrease simulation time and increase accuracy.

This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as the textbook for a graduate-level course on Monte Carlo methods. Many problems discussed in the alter chapters can be potential thesis topics for masters’ or Ph.D. students in statistics or computer science departments.