Monte Carlo And Quasi Monte Carlo Methods 2000

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Monte Carlo and Quasi-Monte Carlo Methods 2000

Kai-Tai Fang,Fred J. Hickernell,Harald Niederreiter
Monte Carlo and Quasi Monte Carlo Methods 2000 Book PDF

Author : Kai-Tai Fang,Fred J. Hickernell,Harald Niederreiter
Publisher : Springer Science & Business Media
Page : 570 pages
File Size : 41,7 Mb
Release : 2011-06-28
Category : Mathematics
ISBN : 9783642560460

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Monte Carlo and Quasi-Monte Carlo Methods 2000 by Kai-Tai Fang,Fred J. Hickernell,Harald Niederreiter Pdf

This book represents the refereed proceedings of the Fourth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Hong Kong Baptist University in 2000. An important feature are invited surveys of the state-of-the-art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active field.

Random Number Generation and Quasi-Monte Carlo Methods

Harald Niederreiter
Random Number Generation and Quasi Monte Carlo Methods Book PDF

Author : Harald Niederreiter
Publisher : SIAM
Page : 243 pages
File Size : 41,9 Mb
Release : 1992-01-01
Category : Mathematics
ISBN : 9780898712957

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Random Number Generation and Quasi-Monte Carlo Methods by Harald Niederreiter Pdf

This volume contains recent work in uniform pseudorandom number generation and quasi-Monte Carlo methods, and stresses the interplay between them.

Monte Carlo and Quasi-Monte Carlo Sampling

Christiane Lemieux
Monte Carlo and Quasi Monte Carlo Sampling Book PDF

Author : Christiane Lemieux
Publisher : Springer Science & Business Media
Page : 373 pages
File Size : 42,8 Mb
Release : 2009-04-03
Category : Mathematics
ISBN : 9780387781655

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Monte Carlo and Quasi-Monte Carlo Sampling by Christiane Lemieux Pdf

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. This book presents essential tools for using quasi–Monte Carlo sampling in practice. The first part of the book focuses on issues related to Monte Carlo methods—uniform and non-uniform random number generation, variance reduction techniques—but the material is presented to prepare the readers for the next step, which is to replace the random sampling inherent to Monte Carlo by quasi–random sampling. The second part of the book deals with this next step. 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 and sequential Monte Carlo, with a discussion of their quasi–Monte Carlo counterpart. The prerequisites for reading this book are a basic knowledge of statistics and enough mathematical maturity to follow through the various techniques used throughout the book. This text is aimed at graduate students in statistics, management science, operations research, engineering, and applied mathematics. It should also be useful to practitioners who want to learn more about Monte Carlo and quasi–Monte Carlo methods and researchers interested in an up-to-date guide to these methods.

Monte Carlo and Quasi-Monte Carlo Methods 2010

Leszek Plaskota,Henryk Woźniakowski
Monte Carlo and Quasi Monte Carlo Methods 2010 Book PDF

Author : Leszek Plaskota,Henryk Woźniakowski
Publisher : Springer Science & Business Media
Page : 721 pages
File Size : 53,5 Mb
Release : 2012-08-23
Category : Mathematics
ISBN : 9783642274404

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Monte Carlo and Quasi-Monte Carlo Methods 2010 by Leszek Plaskota,Henryk Woźniakowski Pdf

This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.

Modeling Uncertainty

Moshe Dror,Pierre Lécuyer,Pierre L'Ecuyer,Ferenc Szidarovszky
Modeling Uncertainty Book PDF

Author : Moshe Dror,Pierre Lécuyer,Pierre L'Ecuyer,Ferenc Szidarovszky
Publisher : Springer Science & Business Media
Page : 810 pages
File Size : 54,7 Mb
Release : 2002-01-31
Category : Business & Economics
ISBN : 0792374630

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Modeling Uncertainty by Moshe Dror,Pierre Lécuyer,Pierre L'Ecuyer,Ferenc Szidarovszky Pdf

Writing in honour of Sid Yakowitz, 50 internationally known scholars have collectively contributed 30 papers on modelling uncertainty to this volume. These include papers with a theoretical emphasis and others that focus on applications.

Monte Carlo and Quasi-Monte Carlo Methods 2008

Pierre L' Ecuyer,Art B. Owen
Monte Carlo and Quasi Monte Carlo Methods 2008 Book PDF

Author : Pierre L' Ecuyer,Art B. Owen
Publisher : Springer Science & Business Media
Page : 669 pages
File Size : 41,5 Mb
Release : 2010-01-14
Category : Mathematics
ISBN : 9783642041075

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Monte Carlo and Quasi-Monte Carlo Methods 2008 by Pierre L' Ecuyer,Art B. Owen Pdf

This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC)and Quasi-Monte Carlo (QMC) Methods in Scientific Computing, held in Montreal (Canada) in July 2008. It covers the latest theoretical developments as well as important applications of these methods in different areas. It contains two tutorials, eight invited articles, and 32 carefully selected articles based on the 135 contributed presentations made at the conference. This conference is a major event in Monte Carlo methods and is the premiere event for quasi-Monte Carlo and its combination with Monte Carlo. This series of proceedings volumes is the primary outlet for quasi-Monte Carlo research.

Monte Carlo and Quasi-Monte Carlo Methods 2004

Harald Niederreiter,Denis Talay
Monte Carlo and Quasi Monte Carlo Methods 2004 Book PDF

Author : Harald Niederreiter,Denis Talay
Publisher : Springer Science & Business Media
Page : 506 pages
File Size : 43,8 Mb
Release : 2006-02-08
Category : Mathematics
ISBN : 9783540311867

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Monte Carlo and Quasi-Monte Carlo Methods 2004 by Harald Niederreiter,Denis Talay Pdf

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 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas.

Monte-Carlo and Quasi-Monte Carlo Methods 1998

Harald Niederreiter,Jerome Spanier
Monte Carlo and Quasi Monte Carlo Methods 1998 Book PDF

Author : Harald Niederreiter,Jerome Spanier
Publisher : Springer
Page : 490 pages
File Size : 52,9 Mb
Release : 2000
Category : Business & Economics
ISBN : STANFORD:36105028525017

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Monte-Carlo and Quasi-Monte Carlo Methods 1998 by Harald Niederreiter,Jerome Spanier Pdf

This book represents the refereed proceedings of the Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Claremont Graduate University in 1998. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.

Monte Carlo and Quasi-Monte Carlo Methods

Art B. Owen,Peter W. Glynn
Monte Carlo and Quasi Monte Carlo Methods Book PDF

Author : Art B. Owen,Peter W. Glynn
Publisher : Springer
Page : 479 pages
File Size : 40,8 Mb
Release : 2018-07-03
Category : Computers
ISBN : 9783319914367

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Monte Carlo and Quasi-Monte Carlo Methods by Art B. Owen,Peter W. Glynn Pdf

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 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.

Monte Carlo and Quasi-Monte Carlo Methods 2002

Harald Niederreiter
Monte Carlo and Quasi Monte Carlo Methods 2002 Book PDF

Author : Harald Niederreiter
Publisher : Springer Science & Business Media
Page : 462 pages
File Size : 47,7 Mb
Release : 2011-06-28
Category : Mathematics
ISBN : 9783642187438

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Monte Carlo and Quasi-Monte Carlo Methods 2002 by Harald Niederreiter Pdf

This book represents the refereed proceedings of the Fifth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the National University of Singapore in the year 2002. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, computational complexity, finance, and other applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings also include carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.

Monte Carlo and Quasi-Monte Carlo Methods 1996

Harald Niederreiter,Peter Hellekalek,Gerhard Larcher,Peter Zinterhof
Monte Carlo and Quasi Monte Carlo Methods 1996 Book PDF

Author : Harald Niederreiter,Peter Hellekalek,Gerhard Larcher,Peter Zinterhof
Publisher : Springer Science & Business Media
Page : 463 pages
File Size : 48,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461216902

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Monte Carlo and Quasi-Monte Carlo Methods 1996 by Harald Niederreiter,Peter Hellekalek,Gerhard Larcher,Peter Zinterhof Pdf

Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at the University of Salzburg (Austria) from July 9--12, 1996. The conference was a forum for recent progress in the theory and the applications of these methods. The topics covered in this volume range from theoretical issues in Monte Carlo and simulation methods, low-discrepancy point sets and sequences, lattice rules, and pseudorandom number generation to applications such as numerical integration, numerical linear algebra, integral equations, binary search, global optimization, computational physics, mathematical finance, and computer graphics. These proceedings will be of interest to graduate students and researchers in Monte Carlo and quasi-Monte Carlo methods, to numerical analysts, and to practitioners of simulation methods.

Monte Carlo and Quasi-Monte Carlo Methods 2006

Alexander Keller,Stefan Heinrich,Harald Niederreiter
Monte Carlo and Quasi Monte Carlo Methods 2006 Book PDF

Author : Alexander Keller,Stefan Heinrich,Harald Niederreiter
Publisher : Springer Science & Business Media
Page : 684 pages
File Size : 49,5 Mb
Release : 2007-12-30
Category : Mathematics
ISBN : 9783540744962

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Monte Carlo and Quasi-Monte Carlo Methods 2006 by Alexander Keller,Stefan Heinrich,Harald Niederreiter Pdf

This book presents the refereed proceedings of the Seventh International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, held in Ulm, Germany, in August 2006. The proceedings include carefully selected papers on many aspects of Monte Carlo and quasi-Monte Carlo methods and their applications. They also provide information on current research in these very active areas.

Monte Carlo and Quasi-Monte Carlo Methods

Ronald Cools,Dirk Nuyens
Monte Carlo and Quasi Monte Carlo Methods Book PDF

Author : Ronald Cools,Dirk Nuyens
Publisher : Springer
Page : 624 pages
File Size : 54,7 Mb
Release : 2016-06-13
Category : Mathematics
ISBN : 9783319335070

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Monte Carlo and Quasi-Monte Carlo Methods by Ronald Cools,Dirk Nuyens Pdf

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 2014. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.

Monte Carlo and Quasi-Monte Carlo Methods 2012

Josef Dick,Frances Y. Kuo,Gareth W. Peters,Ian H. Sloan
Monte Carlo and Quasi Monte Carlo Methods 2012 Book PDF

Author : Josef Dick,Frances Y. Kuo,Gareth W. Peters,Ian H. Sloan
Publisher : Springer Science & Business Media
Page : 680 pages
File Size : 44,6 Mb
Release : 2013-12-05
Category : Mathematics
ISBN : 9783642410956

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Monte Carlo and Quasi-Monte Carlo Methods 2012 by Josef Dick,Frances Y. Kuo,Gareth W. Peters,Ian H. Sloan Pdf

This book represents the refereed proceedings of the Tenth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of New South Wales (Australia) in February 2012. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance, statistics and computer graphics.

Monte Carlo and Quasi-Monte Carlo Methods

Bruno Tuffin,Pierre L'Ecuyer
Monte Carlo and Quasi Monte Carlo Methods Book PDF

Author : Bruno Tuffin,Pierre L'Ecuyer
Publisher : Springer Nature
Page : 533 pages
File Size : 43,9 Mb
Release : 2020-05-01
Category : Computers
ISBN : 9783030434656

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Monte Carlo and Quasi-Monte Carlo Methods by Bruno Tuffin,Pierre L'Ecuyer Pdf

​This book presents the refereed proceedings of the 13th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Rennes, France, and organized by Inria, in July 2018. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in finance, statistics and computer graphics.