| Dewey Class |
519 |
| Title |
Monte Carlo and Quasi-Monte Carlo Methods 1996 ([EBook] :) : Proceedings of a conference at the University of Salzburg, Austria, July 9–12, 1996 / / edited by Harald Niederreiter, Peter Hellekalek, Gerhard Larcher, Peter Zinterhof. |
| Added Personal Name |
Niederreiter, Harald editor. |
| Hellekalek, Peter editor. |
| Larcher, Gerhard editor. |
| Zinterhof, Peter editor. |
| Other name(s) |
SpringerLink (Online service) |
| Publication |
New York, NY : : Springer New York : : Imprint: Springer, , 1998. |
| Physical Details |
XII, 450 p. 26 illus. : online resource. |
| Series |
Lecture Notes in Statistics 0930-0325 ; ; 127 |
| ISBN |
9781461216902 |
| Summary Note |
Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the University of Salzburg (Austria) from July 9--12, 1996. The conference was a forum for recent progress in the theory and the applications of these methods. The topics covered in this volume range from theoretical issues in Monte Carlo and simulation methods, low-discrepancy point sets and sequences, lattice rules, and pseudorandom number generation to applications such as numerical integration, numerical linear algebra, integral equations, binary search, global optimization, computational physics, mathematical finance, and computer graphics. 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.: |
| Contents note |
Invited Papers -- A Comparison of Some Monte Carlo and Quasi Monte Carlo Techniques for Option Pricing -- Monte Carlo Methods: A Powerful Tool of Statistical Physics -- Binary Search Trees Based on Weyl and Lehmer Sequences -- A Survey of Quadratic and Inversive Congruential Pseudorandom Numbers -- A Look at Multilevel Splitting -- On the Distribution of Digital Sequences -- Random Number Generators and Empirical Tests -- The Algebraic-Geometry Approach to Low-Discrepancy Sequences -- Contributed Papers -- A Monte Carlo Estimator Based on a State Space Decomposition Methodology for Flow Network Reliability -- Monte Carlo and Quasi-Monte Carlo Algorithms for a Linear Integro-Differential Equation -- A Numerical Approach for Determination of Sources in Reactive Transport Equations -- Monte Carlo Algorithms for Calculating Eigenvalues -- Construction of Digital Nets from BCH-Codes -- Discrepancy Lower Bounds for Special Quasi-Random Sequences -- Computing Discrepancies Related to Spaces of Smooth Periodic Functions -- On Correlation Analysis of Pseudorandom Numbers -- Quasi-Monte Carlo, Discrepancies and Error Estimates -- The Quasi-Random Walk -- Comparison of Independent and Stratified Sampling Schemes in Problems of Global Optimization -- The Rate of Convergence to a Stable Law for the Random Sum of IID Random Variables -- Some Bounds on the Figure of Merit of a Lattice Rule -- Quasi-Monte Carlo Integration of Digitally Smooth Functions by Digital Nets -- Weak Limits for the Diaphony -- Quasi-Monte Carlo Simulation of Random Walks in Finance -- Error Estimation for Quasi-Monte Carlo Methods -- Shift-Nets: A New Class of Binary Digital (tms)-Nets -- General Sequential Sampling Techniques for Monte Carlo Simulations: Part I - Matrix Problems -- Quasi-Monte Carlo Methods for Integral Equations -- Quadratic Congruential Generators with Odd Composite Modulus -- A New Permutation Choice in Halton Sequences -- Optimal U-Type Designs. |
| System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users) |
| Internet Site |
http://dx.doi.org/10.1007/978-1-4612-1690-2 |
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