Monte Carlo and Quasi-Monte Carlo Methods 1996 : Proceedings of a conference at the University of Salzburg, Austria, July 9–12, 1996 / edited by Harald Niederreiter, Peter Hellekalek, Gerhard Larcher, Peter Zinterhof
(Lecture Notes in Statistics ; 127)
| データ種別 | 電子ブック |
|---|---|
| 出版者 | New York, NY : Springer New York : Imprint: Springer |
| 出版年 | 1998 |
| 本文言語 | 英語 |
| 大きさ | XII, 450 p. 26 illus : online resource |
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| 内容注記 | 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 |
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| 一般注記 | 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 |
| 著者標目 | Niederreiter, Harald editor Hellekalek, Peter editor Larcher, Gerhard editor Zinterhof, Peter editor SpringerLink (Online service) |
| 件 名 | LCSH:Mathematics LCSH:Applied mathematics LCSH:Engineering mathematics FREE:Mathematics FREE:Applications of Mathematics |
| 分 類 | DC23:519 |
| 巻冊次 | ISBN:9781461216902 
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| ISBN | 9781461216902 |
| URL | http://dx.doi.org/10.1007/978-1-4612-1690-2 |
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