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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...

Descripción completa

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:
Acceso en línea:Texto completo
Descripción
Sumario: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.
Notas: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
Descripción Física:1 online resource (258 pages) : illustrations
Bibliografía:Includes bibliographical references and index.
ISBN:9783110317930
3110317931
3110375036
9783110375039