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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Dick, J. (Josef)
Otros Autores: Pillichshammer, Friedrich
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, ©2010.
Temas:
Monte Carlo method.
Nets (Mathematics)
Sequences (Mathematics)
Numerical integration.
Digital filters (Mathematics)
Monte Carlo Method
Méthode de Monte-Carlo.
Réseaux (Mathématiques)
Suites (Mathématiques)
Intégration numérique.
Filtres numériques (Mathématiques)
MATHEMATICS > Numerical Analysis.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Quasi-Monte Carlo integration, discrepancy and reproducing kernel Hilbert spaces
  • Geometric discrepancy
  • Nets and sequences
  • Discrepancy estimates and average type results
  • Connections to other discrete objects
  • Duality theory
  • Special constructions of digital nets and sequences
  • Propagation rules for digital nets
  • Polynomial lattice point sets
  • Cyclic digital nets and hyperplane nets
  • Multivariate integration in weighted Sobolev spaces
  • Randomisation of digital nets
  • The decay of the Walsh coefficients of smooth functions
  • Arbitrarily high order of convergence of the worst-case error
  • Explicit constructions of point sets with best possible order of L2-discrepancy
  • Appendix A. Walsh functions
  • Appendix B. Algebraic function fields.

Ejemplares similares