UQ logo Centre of Excellence for
Mathematical and Statistical Frontiers
ACEMS

Dirk P. Kroese

Professor
School of Mathematics and Physics
The University of Queensland
Brisbane 4072
Australia

+61 7 3365 3277 (Secr.)

Upper H2, St. Leo's college

kroese@maths.uq.edu.au

Kroese R.Y. Rubinstein and D.P. Kroese. Simulation and the Monte Carlo Method, Third Edition, John Wiley & Sons, 2017.



Order Info: [ Wiley|Amazon ]
   simulation and the Monte Carlo method

D.P Kroese, T. Taimre, Z.I. Botev. Handbook of Monte Carlo Methods, John Wiley &Sons, 2011.

Home Page: montecarlohandbook.org

Order Info: [Wiley|Amazon]
Monte Carlo D.P. Kroese and J.C.C. Chan Statistical Modeling and Computation, Springer, 2014.


Home Page:
statmodcomp.org

Order Info: [Springer|Amazon]

statistical modeling and computation R.Y. Rubinstein & D.P. Kroese. The Cross-Entropy Method, Springer, 2004.


Home Page:
www.cemethod.org

Order Info: [Springer|Amazon]
Cross-entropy book

Teaching

  1. Tutorial talk on the CE Method
  2. Mathematicians in Schools
  3. First-year statistics notes (3Mb)
  4. Second-year probability notes (1Mb)
  5. Monte Carlo lecture notes (4.7Mb)
  6. mySI-net
  7. Consultation hours
Research

  1. Publications
  2. Google Scholar
  3. Research Interests
  4. Research Students
  5. Research Projects
  6. On loan
Other

  1. The University of Queensland
  2. School of Mathematics and Physics
  3. ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS)
  4. The Probability Web
  5. Australian Mathematical Society

News: