6 edition of **Monte Carlo and Quasi-Monte Carlo Methods 2004** found in the catalog.

- 317 Want to read
- 7 Currently reading

Published
**December 31, 1899**
by Springer
.

Written in English

- Differential Equations,
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**Edition Notes**

Contributions | Harald Niederreiter (Editor), Denis Talay (Editor) |

The Physical Object | |
---|---|

Format | Paperback |

Number of Pages | 514 |

ID Numbers | |

Open Library | OL9055501M |

ISBN 10 | 3540255419 |

ISBN 10 | 9783540255413 |

Several aspects of quasi-Monte Carlo methods are covered, including constructions, randomizations, the use of ANOVA decompositions, and the concept of effective dimension. The third part of the book is devoted to applications in finance and more advanced statistical tools like Markov chain Monte Carlo. Springer-Verlag, under the titles Monte Carlo and Quasi-Monte Carlo Meth- ods in Scientiﬁc Computing (H. Niederreiter and P.J.-S. Shiue, eds.), Monte Carlo and Quasi-Monte Carlo Methods .

This book presents the refereed proceedings of the Eleventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Leuven (Belgium) in April These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. Monte Carlo and Quasi-Monte Carlo Methods Editors: L' Ecuyer, Pierre, Owen, Art B. (Eds.) Free Preview.

The quasi-Monte Carlo (QMC) method is defined by = ∑ = (),where the belong to an LDS. The standard terminology quasi-Monte Carlo is somewhat unfortunate since MC is a randomized method whereas QMC is purely deterministic. from book Monte Carlo and quasi-Monte Carlo methods Proceedings of a conference, held at Hong Kong Baptist Univ., Hong Kong SAR, China, November 27 – December 1,

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: Monte Carlo and Quasi-Monte Carlo Methods (): Harald Niederreiter, Denis Talay: Books. “This book is well structured as a complete guide to Monte Carlo and quasi Monte Carlo sampling methods.

The author has done a nice job presenting the key concepts and explaining the theories of these valuable methods with examples and applications. Along with the problem sets provided at the end of each chapter, Cited by: The thesis is divided up into three sections, with the first two covering a hybrid Monte Carlo method, and third to a quasi-Monte Carlo integration rule.

Readers interested in performance issues in Monte Carlo and quasi-Monte Carlo will be interested in this work, although much more could be Cited by: 6. This book is a mathematical introduction and summary of quasi-Monte Carlo methods and is geared towards mathematicians.

The author does an excellent job of detailing the results in the field, with all theorems being proved in by: Monte Carlo and Quasi-Monte Carlo Methods Editors: Niederreiter, Harald, Talay, Denis (Eds.) Free Preview.

Replace this widget content by going to Appearance / Widgets and dragging widgets into this widget area. To remove or choose the number of footer widgets, go to Appearance / Monte Carlo and Quasi-Monte Carlo Methods 2004 book /. Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques.

Monte Carlo methods which make use of probabilistic simulations are frequently used in areas such as numerical integration, complex scheduling, queueing networks, and large-dimensional simulations.

This collection of papers arises from a. Harald Niederreiter, "Monte Carlo and Quasi-Monte Carlo Methods " English | ISBN: | | pages | PDF | 5 MB. Quasi-Monte Carlo methods have become an increasingly popular alternative to Monte Carlo methods over the last two decades.

Their successful implementation on practical problems, especially in finance, has motivated the development of several new research areas within this field to which practitioners and researchers from various disciplines currently contribute. Objective Monte Carlo Methods and Applications is a quarterly published journal that presents original articles on the theory and applications of Monte Carlo and Quasi-Monte Carlo methods.

Launched in the journal covers all stochastic numerics topics with emphasis on the theory of Monte Carlo methods and new applications in all branches of science and technology. The proceedings of these previous conferences were all published by Springer-Verlag, under the titles Monte Carlo and Quasi-Monte Carlo Meth ods in Scientific Computing (H.

Niederreiter and P. Shiue, eds.), Monte Carlo and Quasi-Monte Carlo Methods (H. Niederreiter, : Harald Niederreiter. Monte Carlo method Monte Carlo methods Quasi-Monte Carlo methods mathematical finance partial differential equations scientific computing simulation methods Editors and.

This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers.

Get this from a library. Monte Carlo and Quasi-Monte Carlo methods [Harald Niederreiter; D Talay;]. "This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations.

These conferences were held jointly at Juan-les-Pins (France) in June These proceedings of the 12th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing include articles based on invited lectures as well as carefully selected contributions on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods.

Several aspects of quasi-Monte Carlo methods are covered, including constructions, randomizations, the use of ANOVA decompositions, and the concept of effective dimension. The third part of the book is devoted to applications in finance and more advanced statistical tools like Markov chain Monte Carlo Brand: Springer-Verlag New York.

tion 4 and quasi-Monte Carlo method isn Section 5. Effectiv oe usf quasie-Monte Carlo requires some modification of standard Monte Carlo techniques, as describe idn Section 6. Monte Carlo method for rarefies d gas dynamic s are describe ind Sectio 7n, wit h emphasi ons the loss of effectivenes fos r Monte Carlo in the fluid dynamic limit.

Monte Carlo and quasi-Monte Carlo methods are accurate and relatively fast when the dimension is high, up to or higher. Morokoff and Caflisch studied the performance of Monte Carlo and quasi-Monte Carlo methods for integration.

In the paper, Halton, Sobol, and Faure sequences for quasi-Monte Carlo are compared with the standard Monte Carlo method using pseudorandom sequences.

Quasi-Monte Carlo methods are deterministic versions of Monte Carlo methods, which outperform Monte Carlo methods for many types of integrals. First, a general background on quasi-Monte Carlo Author: Harald Niederreiter. Monte Carlo and Quasi-Monte Carlo Methods - Ebook written by Leszek Plaskota, Henryk Woźniakowski.

Read this book using Google Play Books app on your PC, android, iOS devices. Download for offline reading, highlight, bookmark or take notes while you read Monte Carlo and Quasi-Monte Carlo Methods Toggle navigation Monte Carlo and Quasi-Monte Carlo Methods Featured Work.

Commercial; Residential; Security+ Guide to Network Security Fundamentals (3rd Edition) Iron John: A Book about Men. Commercial; Residential; Furniture; About; The Cambridge History of Twentieth-Century Music.This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations.

These conferences were held jointly at Juan-les-Pins (France) in June