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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Kritzer, Peter, Niederreiter, Harald, 1944-, Pillichshammer, Friedrich, Winterhof, Arne
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin : De Gruyter, 2014.
Colección:Radon series on computational and applied mathematics ; v. 15.
Temas:
Uniform distribution (Probability theory)
Monte Carlo method.
Loi uniforme (Théorie des probabilités)
Méthode de Monte-Carlo.
MATHEMATICS > Number Theory.
Monte Carlo method
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Frontmatter
  • Preface
  • Contents
  • Metric number theory, lacunary series and systems of dilated functions / Aistleitner, Christoph
  • Strong uniformity / Beck, József
  • Discrepancy theory and harmonic analysis / Bilyk, Dmitriy
  • Explicit constructions of point sets and sequences with low discrepancy / Dick, Josef ; Pillichshammer, Friedrich
  • Subsequences of automatic sequences and uniform distribution / Drmota, Michael
  • On Atanassov's methods for discrepancy bounds of low-discrepancy sequences / Faure, Henri
  • The hybrid spectral test: a unifying concept / Hellekalek, Peter
  • Tractability of multivariate analytic problems / Kritzer, Peter ; Pillichshammer, Friedrich ; Woźniakowski, Henryk
  • Discrepancy estimates for sequences: new results and open problems / Larcher, Gerhard
  • A short introduction to quasi-Monte Carlo option pricing / Leobacher, Gunther
  • The construction of good lattice rules and polynomial lattice rules / Nuyens, Dirk
  • Index
  • Backmatter.

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