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Uniform distribution and quasi-Monte Carlo methods : discrepancy, integration and applications /
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 practi...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin :
De Gruyter,
2014.
|
| Colección: | Radon series on computational and applied mathematics ;
v. 15. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 245 | 0 | 0 | |a Uniform distribution and quasi-Monte Carlo methods : |b discrepancy, integration and applications / |c edited by Peter Kritzer, Harald Niederreiter, Friedrich Pillichshammer, Arne Winterhof. |
| 260 | |a Berlin : |b De Gruyter, |c 2014. | ||
| 300 | |a 1 online resource (258 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Radon series on computational and applied mathematics ; |v v. 15 | |
| 588 | 0 | |a Print version record. | |
| 500 | |a This book is based on several invited talks of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" which was part of the RICAM Special Semester on "Applications of Algebra and Number Theory". The workshop took place in Linz, Austria, on October 14-18, 2013 | ||
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |a 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. | ||
| 505 | 0 | 0 | |t Frontmatter -- |t Preface -- |t Contents -- |t Metric number theory, lacunary series and systems of dilated functions / |r Aistleitner, Christoph -- |t Strong uniformity / |r Beck, József -- |t Discrepancy theory and harmonic analysis / |r Bilyk, Dmitriy -- |t Explicit constructions of point sets and sequences with low discrepancy / |r Dick, Josef ; Pillichshammer, Friedrich -- |t Subsequences of automatic sequences and uniform distribution / |r Drmota, Michael -- |t On Atanassov's methods for discrepancy bounds of low-discrepancy sequences / |r Faure, Henri -- |t The hybrid spectral test: a unifying concept / |r Hellekalek, Peter -- |t Tractability of multivariate analytic problems / |r Kritzer, Peter ; Pillichshammer, Friedrich ; Woźniakowski, Henryk -- |t Discrepancy estimates for sequences: new results and open problems / |r Larcher, Gerhard -- |t A short introduction to quasi-Monte Carlo option pricing / |r Leobacher, Gunther -- |t The construction of good lattice rules and polynomial lattice rules / |r Nuyens, Dirk -- |t Index -- |t Backmatter. |
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Uniform distribution (Probability theory) | |
| 650 | 0 | |a Monte Carlo method. | |
| 650 | 6 | |a Loi uniforme (Théorie des probabilités) | |
| 650 | 6 | |a Méthode de Monte-Carlo. | |
| 650 | 7 | |a MATHEMATICS |x Number Theory. |2 bisacsh | |
| 650 | 7 | |a Monte Carlo method |2 fast | |
| 650 | 7 | |a Uniform distribution (Probability theory) |2 fast | |
| 700 | 1 | |a Kritzer, Peter. | |
| 700 | 1 | |a Niederreiter, Harald, |d 1944- | |
| 700 | 1 | |a Pillichshammer, Friedrich. | |
| 700 | 1 | |a Winterhof, Arne. | |
| 758 | |i has work: |a Uniform distribution and Quasi-Monte Carlo methods (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGgPtXdPCqyTkJRTxkT3jP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |z 9783110317893 |
| 830 | 0 | |a Radon series on computational and applied mathematics ; |v v. 15. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1663236 |z Texto completo |
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