Modeli sluchajnyh processow i polej w metodah Monte-Karlo

Monografiya posvyashchena chislennomu modelirovaniyu sluchaynykh protsessov i poley pri reshenii zadach metodom Monte-Karlo. Osoboe vnimanie udelyaetsya spektral'nym modelyam gaussovskikh odnorodnykh funktsiy i ikh prilozheniyam. Monografiya budet polezna spetsialistam, ispol'zuyushchim statisticheskoe modelirovanie dlya resheniya prikladnykh zadach, a takzhe studentam i aspirantam vysshikh uchebnykh zavedeniy, izuchayushchim metody Monte-Karlo.