Uniform Distribution and Quasi-Monte Carlo Methods: Discrepancy, Integration and Applications, Peter Kritzer, Harald Niederreiter, Friedrich Pillichshammer, Arne Winterhof

Автор: Peter Kritzer, Harald Niederreiter, Friedrich Pill
Название: Uniform Distribution and Quasi-Monte Carlo Methods: Discrepancy, Integration and Applications
ISBN: 3110317893 ISBN-13(EAN): 9783110317893
Издательство: Walter de Gruyter
Цена: 173490.00 T
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Описание: This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.

Автор: Gunther Leobacher; Friedrich Pillichshammer
Название: Introduction to Quasi-Monte Carlo Integration and Applications
ISBN: 3319034243 ISBN-13(EAN): 9783319034249
Издательство: Springer
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Цена: 55890.00 T
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Описание: This book introduces the basic concepts of quasi-Monte Carlo methods for numerical integration and the theory behind them. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems.

Автор: Josef Dick; Frances Y. Kuo; Gareth W. Peters; Ian
Название: Monte Carlo and Quasi-Monte Carlo Methods 2012
ISBN: 3642410944 ISBN-13(EAN): 9783642410949
Издательство: Springer
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Цена: 139750.00 T
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Описание: This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012.

Автор: Harald Niederreiter; Peter J. Shiue
Название: Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
ISBN: 0387945776 ISBN-13(EAN): 9780387945774
Издательство: Springer
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Цена: 111790.00 T
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Описание: Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations.

Автор: Josef Dick; Frances Y. Kuo; Gareth W. Peters; Ian
Название: Monte Carlo and Quasi-Monte Carlo Methods 2012
ISBN: 3662514389 ISBN-13(EAN): 9783662514382
Издательство: Springer
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Цена: 130430.00 T
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Описание: This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012.

Автор: Owen
Название: Monte Carlo and Quasi-Monte Carlo Methods
ISBN: 3319914359 ISBN-13(EAN): 9783319914350
Издательство: Springer
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Цена: 93160.00 T
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Описание: This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016.

Автор: Cools
Название: Monte Carlo and Quasi-Monte Carlo Methods
ISBN: 3319335057 ISBN-13(EAN): 9783319335056
Издательство: Springer
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Цена: 121110.00 T
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Описание:

Автор: Pierre L` Ecuyer; Art B. Owen
Название: Monte Carlo and Quasi-Monte Carlo Methods 2008
ISBN: 3642425240 ISBN-13(EAN): 9783642425240
Издательство: Springer
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Цена: 194730.00 T
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Описание: Tutorials.- Monte Carlo and Quasi-Monte Carlo for Statistics.- Monte Carlo Computation in Finance.- Invited Articles.- Particle Markov Chain Monte Carlo for Efficient Numerical Simulation.- Computational Complexity of Metropolis-Hastings Methods in High Dimensions.- On Quasi-Monte Carlo Rules Achieving Higher Order Convergence.- Sensitivity Estimates for Compound Sums.- New Perspectives on (0, )-Sequences.- Variable Subspace Sampling and Multi-level Algorithms.- Markov Chain Monte Carlo Algorithms: Theory and Practice.- MINT - New Features and New Results.- Contributed Articles.- Recursive Computation of Value-at-Risk and Conditional Value-at-Risk using MC and QMC.- Adaptive Monte Carlo Algorithms Applied to Heterogeneous Transport Problems.- Efficient Simulation of Light-Tailed Sums: an Old-Folk Song Sung to a Faster New Tune....- Distribution of Digital Explicit Inversive Pseudorandom Numbers and Their Binary Threshold Sequence.- Extensions of Fibonacci Lattice Rules.- Efficient Search for Two-Dimensional Rank-1 Lattices with Applications in Graphics.- Parallel Random Number Generators Based on Large Order Multiple Recursive Generators.- Efficient Numerical Inversion for Financial Simulations.- Equidistribution Properties of Generalized Nets and Sequences.- Implementation of a Component-By-Component Algorithm to Generate Small Low-Discrepancy Samples.- Quasi-Monte Carlo Simulation of Diffusion in a Spatially Nonhomogeneous Medium.- Discrepancy of Two-Dimensional Digitally Shifted Hammersley Point Sets in Base.- Vibrato Monte Carlo Sensitivities.- The Weighted Variance Minimization in Jump-Diffusion Stochastic Volatility Models.- -Nets and Maximized Minimum Distance, Part II.- Automation of Statistical Tests on Randomness to Obtain Clearer Conclusion.- On Subsequences of Niederreiter-Halton Sequences.- Correcting the Bias in Monte Carlo Estimators of American-style Option Values.- Fast Principal Components Analysis Method for Finance Problems With Unequal Time Steps.- Adaptive Monte Carlo Algorithms for General Transport Problems.- On Array-RQMC for Markov Chains: Mapping Alternatives and Convergence Rates.- Testing the Tests: Using Random Number Generators to Improve Empirical Tests.- Stochastic Spectral Formulations for Elliptic Problems.- Adaptive (Quasi-)Monte Carlo Methods for Pricing Path-Dependent Options.- Monte Carlo Simulation of Stochastic Integrals when the Cost of Function Evaluation Is Dimension Dependent.- Recent Progress in Improvement of Extreme Discrepancy and Star Discrepancy of One-Dimensional Sequences.- Discrepancy of Hyperplane Nets and Cyclic Nets.- A PRNG Specialized in Double Precision Floating Point Numbers Using an Affine Transition.- On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules.- Ergodic Estimations of Upscaled Coefficients for Diffusion in Random Velocity Fields.- Green's Functions by Monte Carlo.- Tractability of Multivariate Integration for Weighted Korobov Spaces: My 15 Year Partnership with Ian Sloan

Автор: Kai-Tai Fang; Fred J. Hickernell; Harald Niederrei
Название: Monte Carlo and Quasi-Monte Carlo Methods 2000
ISBN: 354042718X ISBN-13(EAN): 9783540427186
Издательство: Springer
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Цена: 153720.00 T
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Описание: Contains the proceedings of the Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing held in Hong Kong in 2000. It includes surveys of multidimensional numerical integration, low-discrepancy point sets, random number generation and applications.

Автор: Harald Niederreiter; Jerome Spanier
Название: Monte-Carlo and Quasi-Monte Carlo Methods 1998
ISBN: 354066176X ISBN-13(EAN): 9783540661764
Издательство: Springer
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Цена: 102480.00 T
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Описание: This book represents the refereed proceedings of the Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Claremont Graduate University in 1998.

Автор: Harald Niederreiter; Peter Hellekalek; Gerhard Lar
Название: Monte Carlo and Quasi-Monte Carlo Methods 1996
ISBN: 038798335X ISBN-13(EAN): 9780387983356
Издательство: Springer
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Цена: 88500.00 T
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Описание: Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods.

Автор: Pierre L` Ecuyer; Art B. Owen
Название: Monte Carlo and Quasi-Monte Carlo Methods 2008
ISBN: 364204106X ISBN-13(EAN): 9783642041068
Издательство: Springer
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Цена: 194730.00 T
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Описание: This volume represents the refereed proceedings of the Eighth International C- ference on Monte Carlo and Quasi-Monte Carlo Methods in Scienti c Computing, which was held at the University of Montr al, from 6-11 July, 2008. It contains a limited selection of articles based on presentations made at the conference. The program was arranged with the help of an international committee consisting of: Ronald Cools, Katholieke Universiteit Leuven Luc Devroye, McGill University Henri Faure, CNRS Marseille Paul Glasserman, Columbia University Peter W. Glynn, Stanford University Stefan Heinrich, University of Kaiserslautern Fred J. Hickernell, Illinois Institute of Technology Aneta Karaivanova, Bulgarian Academy of Science Alexander Keller, mental images GmbH, Berlin Adam Kolkiewicz, University of Waterloo Frances Y. Kuo, University of New South Wales Christian L cot, Universit de Savoie, Chamb ry Pierre L'Ecuyer, Universit de Montr al (Chair and organizer) Jun Liu, Harvard University Peter Math , Weierstrass Institute Berlin Makoto Matsumoto, Hiroshima University Thomas M ller-Gronbach, Otto von Guericke Universit t Harald Niederreiter, National University of Singapore Art B. Owen, Stanford University Gilles Pag s, Universit Pierre et Marie Curie (Paris 6) Klaus Ritter, TU Darmstadt Karl Sabelfeld, Weierstrass Institute Berlin Wolfgang Ch. Schmid, University of Salzburg Ian H. Sloan, University of New South Wales Jerome Spanier, University of California, Irvine Bruno Tuf n, IRISA-INRIA, Rennes Henryk Wozniak owski, Columbia University. v vi Preface The local arrangements (program production, publicity, web site, registration, social events, etc.