Cargando…
Digital nets and sequences : discrepancy and quasi-Monte Carlo integration /
"This book is a comprehensive treatment of contemporary quasi-Monte Carlo methods, digital nets and sequences, and discrepancy theory which starts from scratch with detailed explanations of the basic concepts and then advances to current methods used in research. As deterministic versions of th...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
©2010.
|
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | "This book is a comprehensive treatment of contemporary quasi-Monte Carlo methods, digital nets and sequences, and discrepancy theory which starts from scratch with detailed explanations of the basic concepts and then advances to current methods used in research. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules have increased in popularity, with many fruitful applications in mathematical practice. These rules require nodes with good uniform distribution properties, and digital nets and sequences in the sense of Niederreiter are known to be excellent candidates. Besides the classical theory, the book contains chapters on reproducing kernel Hilbert spaces and weighted integration, duality theory for digital nets, polynomial lattice rules, the newest constructions by Niederreiter and Xing and many more. The authors present an accessible introduction to the subject based mainly on material taught in undergraduate courses with numerous examples, exercises and llustrations"--Provided by publisher. |
|---|---|
| Descripción Física: | 1 online resource (xvii, 600 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 583-596) and index. |
| ISBN: | 9780511901973 0511901976 9780511798825 0511798822 9780511761188 051176118X |