Coverart for item
The Resource Monte Carlo and Quasi-Monte Carlo methods 2004, Harald Niederreiter, Denis Talay, editors, (electronic book)

Monte Carlo and Quasi-Monte Carlo methods 2004, Harald Niederreiter, Denis Talay, editors, (electronic book)

Label
Monte Carlo and Quasi-Monte Carlo methods 2004
Title
Monte Carlo and Quasi-Monte Carlo methods 2004
Statement of responsibility
Harald Niederreiter, Denis Talay, editors
Contributor
Subject
Genre
Language
eng
Summary
"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."--Publisher description
Member of
Is part of
Cataloging source
GW5XE
Dewey number
501/.518282
Illustrations
illustrations
Index
no index present
LC call number
Q183.9
LC item number
.I 526 2004eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorDate
  • 1944-
  • 2004
  • 2004
http://library.link/vocab/relatedWorkOrContributorName
  • Niederreiter, Harald
  • Talay, D.
  • International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing
  • International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations
http://library.link/vocab/subjectName
  • Science
  • Monte Carlo method
  • Monte Carlo Method
  • Mathematics
  • Appl. Mathematics/Computational Methods of Engineering
  • Mathematical and Computational Physics
  • Numerical Analysis
  • Partial Differential Equations
  • Quantitative Finance
Label
Monte Carlo and Quasi-Monte Carlo methods 2004, Harald Niederreiter, Denis Talay, editors, (electronic book)
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Invariance Principles with Logarithmic Averaging for Ergodic Simulations -- Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains -- Weak Approximation of Stopped Dffusions -- Approximation of Stochastic Programming Problems -- The Asymptotic Distribution of Quadratic Discrepancies -- Weighted Star Discrepancy of Digital Nets in Prime Bases -- Explaining Effective Low-Dimensionality -- Selection Criteria for (Random) Generation of Digital (0,s)-Sequences -- Imaging of a Dissipative Layer in a Random Medium Using a Time Reversal Method -- A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes -- Non-Uniform Low-Discrepancy Sequence Generation and Integration of Singular Integrands -- Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy -- Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations -- Myths of Computer Graphics -- Illumination in the Presence of Weak Singularities -- Irradiance Filtering for Monte Carlo Ray Tracing -- On the Star Discrepancy of Digital Nets and Sequences in Three Dimensions -- Lattice Rules for Multivariate Approximation in the Worst Case Setting -- Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space -- Experimental Designs Using Digital Nets with Small Numbers of Points -- Concentration Inequalities for Euler Schemes -- Fast Component-by-Component Construction, a Reprise for Different Kernels -- A Reversible Jump MCMC Sampler for Object Detection in Image Processing -- Quasi-Monte Carlo for Integrands with Point Singularities at Unknown Locations -- Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in mathbb{F}_{2 w }
Control code
SPR262692057
Dimensions
unknown
Extent
1 online resource (ix, 514 pages)
Form of item
online
Isbn
9783540311867
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
Specific material designation
remote
Label
Monte Carlo and Quasi-Monte Carlo methods 2004, Harald Niederreiter, Denis Talay, editors, (electronic book)
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Invariance Principles with Logarithmic Averaging for Ergodic Simulations -- Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains -- Weak Approximation of Stopped Dffusions -- Approximation of Stochastic Programming Problems -- The Asymptotic Distribution of Quadratic Discrepancies -- Weighted Star Discrepancy of Digital Nets in Prime Bases -- Explaining Effective Low-Dimensionality -- Selection Criteria for (Random) Generation of Digital (0,s)-Sequences -- Imaging of a Dissipative Layer in a Random Medium Using a Time Reversal Method -- A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes -- Non-Uniform Low-Discrepancy Sequence Generation and Integration of Singular Integrands -- Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy -- Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations -- Myths of Computer Graphics -- Illumination in the Presence of Weak Singularities -- Irradiance Filtering for Monte Carlo Ray Tracing -- On the Star Discrepancy of Digital Nets and Sequences in Three Dimensions -- Lattice Rules for Multivariate Approximation in the Worst Case Setting -- Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space -- Experimental Designs Using Digital Nets with Small Numbers of Points -- Concentration Inequalities for Euler Schemes -- Fast Component-by-Component Construction, a Reprise for Different Kernels -- A Reversible Jump MCMC Sampler for Object Detection in Image Processing -- Quasi-Monte Carlo for Integrands with Point Singularities at Unknown Locations -- Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in mathbb{F}_{2 w }
Control code
SPR262692057
Dimensions
unknown
Extent
1 online resource (ix, 514 pages)
Form of item
online
Isbn
9783540311867
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
Specific material designation
remote

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