عنوان

Monte Carlo and Quasi-Monte Carlo Methods 2002 :

(Number (ISBN

3540204660

(Number (ISBN

3642187439

(Number (ISBN

9783540204664

(Number (ISBN

9783642187438

Number

b565456

Title Proper

Monte Carlo and Quasi-Monte Carlo Methods 2002 :

General Material Designation

[Book]

Other Title Information

Proceedings of a Conference held at the National University of Singapore, Republic of Singapore, November 25-28, 2002

First Statement of Responsibility

edited by Harald Niederreiter.

Place of Publication, Distribution, etc.

Berlin, Heidelberg

Name of Publisher, Distributor, etc.

Springer Berlin Heidelberg : Imprint : Springer

Date of Publication, Distribution, etc.

2004

Specific Material Designation and Extent of Item

(XIX, 459 pages)

Text of Note

Invited Papers --; Finance: A Fertile Field for Applications of MC and QMC --; How Many Random Bits Do We Need for Monte Carlo Integration? --; On Tractability of Weighted Integration for Certain Banach Spaces of Functions --; Polynomial Integration Lattices --; Approximate Bayesian Computation and MCMC --; New Challenges for the Simulation of Stochastic Processes --; Stochastic Models and Monte Carlo Algorithms for Boltzmann Type Equations --; Digital Nets, Duality, and Algebraic Curves --; Contributed Papers --; Generalized Mersenne Prime Number and Its Application to Random Number Generation --; Constructing Good Lattice Rules with Millions of Points --; Lattice Structure of Nonlinear Pseudorandom Number Generators in Parts of the Period --; Simulation for American Options: Regression Now or Regression Later? --; Perturbation Monte Carlo Methods for the Solution of Inverse Problems --; Quantum Boolean Summation with Repetitions in the Worst-Average Setting --; The Strong Tractability of Multivariate Integration Using Lattice Rules --; Minimizing Effective Dimension Using Linear Transformation --; Component by Component Construction of Rank-1 Lattice Rules Having O(n-1(ln(n))d) Star Discrepancy --; Stratification by Rank-1 Lattices --; Walsh Series Analysis of the Star Discrepancy of Digital Nets and Sequences --; Quasi-Monte Carlo Methods for Estimating Transient Measures of Discrete Time Markov Chains --; Quasi-Monte Carlo Methods for Elliptic BVPs --; Stable Connectivity of Networks and Its Monte Carlo Estimation --; Random Number Generators Based on Linear Recurrences in % MathType!MTEF!2!1!+- % feaagaart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn % hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbWexLMBb50ujbqegm0B % 1jxALjharqqr1ngBPrgifHhDYfgasaacH8srps0lbbf9q8WrFfeuY- % Hhbbf9v8qqaqFr0xc9pk0xbba9q8WqFfea0-yr0RYxir-Jbba9q8aq % 0-yq-He9q8qqQ8frFve9Fve9Ff0dmeaabaqaciaacaGaaeqabaWaae % aaeaaakeaatuuDJXwAK1uy0HMmaeXbfv3ySLgzG0uy0HgiuD3BaGqb % biab-vi8gnaaBaaaleaacaaIYaWaaWbaaWqabeaaryqr1ngBPrgaiy % GacqGF3bWDaaaaleqaaaaa!4C2E!

Text of Note

This book represents the refereed proceedings of the Fifth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the National University of Singapore in the year 2002. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, computational complexity, finance, and other applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings also include carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.

Computer science -- Mathematics.

Finance.

Mathematics.

Class number

Book number

edited by Harald Niederreiter.

Harald Niederreiter

Electronic name

[Book]

Y