Monte Carlo And Quasi Monte Carlo Methods 2010

Author : Leszek Plaskota,Henryk Woźniakowski
Publisher : Springer Science & Business Media
Page : 721 pages
File Size : 51,9 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.

Author : Christiane Lemieux
Publisher : Springer Science & Business Media
Page : 373 pages
File Size : 42,5 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.

Author : Harald Niederreiter
Publisher : SIAM
Page : 243 pages
File Size : 54,7 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.

Author : Josef Dick,Frances Y. Kuo,Gareth W. Peters,Ian H. Sloan
Publisher : Springer Science & Business Media
Page : 680 pages
File Size : 52,7 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.

Author : Ronald Cools,Dirk Nuyens
Publisher : Springer
Page : 624 pages
File Size : 53,7 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.

Author : Anonim
Publisher : Unknown
Page : 179 pages
File Size : 42,6 Mb
Release : 1996
Category : Electronic
ISBN : OCLC:164836147

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Monte Carlo and Quasi-Monte Carlo Methods by Anonim Pdf

Author : Alexander Keller,Stefan Heinrich,Harald Niederreiter
Publisher : Springer Science & Business Media
Page : 684 pages
File Size : 54,9 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.

Author : Harald Niederreiter,Denis Talay
Publisher : Springer Science & Business Media
Page : 506 pages
File Size : 44,5 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.

Author : Bruno Tuffin,Pierre L'Ecuyer
Publisher : Springer Nature
Page : 533 pages
File Size : 48,9 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.

Author : Art B. Owen,Peter W. Glynn
Publisher : Springer
Page : 479 pages
File Size : 44,6 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.

Author : Harald Niederreiter,Arne Winterhof
Publisher : Springer
Page : 442 pages
File Size : 44,7 Mb
Release : 2015-09-01
Category : Mathematics
ISBN : 9783319223216

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Applied Number Theory by Harald Niederreiter,Arne Winterhof Pdf

This textbook effectively builds a bridge from basic number theory to recent advances in applied number theory. It presents the first unified account of the four major areas of application where number theory plays a fundamental role, namely cryptography, coding theory, quasi-Monte Carlo methods, and pseudorandom number generation, allowing the authors to delineate the manifold links and interrelations between these areas. Number theory, which Carl-Friedrich Gauss famously dubbed the queen of mathematics, has always been considered a very beautiful field of mathematics, producing lovely results and elegant proofs. While only very few real-life applications were known in the past, today number theory can be found in everyday life: in supermarket bar code scanners, in our cars’ GPS systems, in online banking, etc. Starting with a brief introductory course on number theory in Chapter 1, which makes the book more accessible for undergraduates, the authors describe the four main application areas in Chapters 2-5 and offer a glimpse of advanced results that are presented without proofs and require more advanced mathematical skills. In the last chapter they review several further applications of number theory, ranging from check-digit systems to quantum computation and the organization of raster-graphics memory. Upper-level undergraduates, graduates and researchers in the field of number theory will find this book to be a valuable resource.

Author : Peter Kritzer,Harald Niederreiter,Friedrich Pillichshammer,Arne Winterhof
Publisher : Walter de Gruyter GmbH & Co KG
Page : 294 pages
File Size : 55,9 Mb
Release : 2014-08-19
Category : Mathematics
ISBN : 9783110375039

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Uniform Distribution and Quasi-Monte Carlo Methods by Peter Kritzer,Harald Niederreiter,Friedrich Pillichshammer,Arne Winterhof Pdf

This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. 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. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.

Author : Alexander Keller
Publisher : Springer Nature
Page : 315 pages
File Size : 42,5 Mb
Release : 2022-05-20
Category : Mathematics
ISBN : 9783030983192

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Monte Carlo and Quasi-Monte Carlo Methods by Alexander Keller Pdf

This volume presents the revised papers of the 14th International Conference in Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2020, which took place online during August 10-14, 2020. This book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising, in particular, in statistics, machine learning, finance, and computer graphics, offering information on the latest developments in Monte Carlo and quasi-Monte Carlo methods and their randomized versions.

Author : Kai-Tai Fang,Fred J. Hickernell,Harald Niederreiter
Publisher : Springer Science & Business Media
Page : 570 pages
File Size : 55,5 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.

Author : Harald Niederreiter
Publisher : Springer Science & Business Media
Page : 462 pages
File Size : 42,5 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.