Introduction to Quasi-Monte Carlo Integration and Applications

This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory....

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Leobacher, Gunther (Autor), Pillichshammer, Friedrich (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Birkhäuser, 2014.
Edición:1st ed. 2014.
Colección:Compact Textbooks in Mathematics,
Temas:
Number theory.
Numerical analysis.
Social sciences-Mathematics.
Number Theory.
Numerical Analysis.
Mathematics in Business, Economics and Finance.
Acceso en línea:Texto Completo

MARC

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100 1 |a Leobacher, Gunther.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Introduction to Quasi-Monte Carlo Integration and Applications  |h [electronic resource] /  |c by Gunther Leobacher, Friedrich Pillichshammer. 
250 |a 1st ed. 2014. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Birkhäuser,  |c 2014. 
300 |a XII, 195 p. 21 illus., 16 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Compact Textbooks in Mathematics,  |x 2296-455X 
505 0 |a Preface -- Notation -- 1 Introduction -- 2 Uniform Distribution Modulo One -- 3 QMC Integration in Reproducing Kernel Hilbert Spaces -- 4 Lattice Point Sets -- 5 (t, m, s)-nets and (t, s)-Sequences -- 6 A Short Discussion of the Discrepancy Bounds -- 7 Foundations of Financial Mathematics -- 8 Monte Carlo and Quasi-Monte Carlo Simulation -- Bibliography -- Index. 
520 |a This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented. The book is based on a one-semester, two-hour undergraduate course and is well-suited for readers with a basic grasp of algebra, calculus, linear algebra and basic probability theory. It provides an accessible introduction for undergraduate students in mathematics or computer science. 
650 0 |a Number theory. 
650 0 |a Numerical analysis. 
650 0 |a Social sciences-Mathematics. 
650 1 4 |a Number Theory. 
650 2 4 |a Numerical Analysis. 
650 2 4 |a Mathematics in Business, Economics and Finance. 
700 1 |a Pillichshammer, Friedrich.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer Nature eBook 
776 0 8 |i Printed edition:  |z 9783319034263 
776 0 8 |i Printed edition:  |z 9783319034249 
830 0 |a Compact Textbooks in Mathematics,  |x 2296-455X 
856 4 0 |u https://doi.uam.elogim.com/10.1007/978-3-319-03425-6  |z Texto Completo 
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912 |a ZDB-2-SXMS 
950 |a Mathematics and Statistics (SpringerNature-11649) 
950 |a Mathematics and Statistics (R0) (SpringerNature-43713) 

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