Monte Carlo and Quasi-Monte Carlo Methods 1996 - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Monte Carlo and Quasi-Monte Carlo Methods 1996 write by Harald Niederreiter. This book was released on 2012-12-06. Monte Carlo and Quasi-Monte Carlo Methods 1996 available in PDF, EPUB and Kindle. 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 Sampling
Monte Carlo and Quasi-Monte Carlo Sampling - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Monte Carlo and Quasi-Monte Carlo Sampling write by Christiane Lemieux. This book was released on 2009-04-03. Monte Carlo and Quasi-Monte Carlo Sampling available in PDF, EPUB and Kindle. 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 1996
Monte Carlo and Quasi-Monte Carlo Methods 1996 - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Monte Carlo and Quasi-Monte Carlo Methods 1996 write by Harald Niederreiter. This book was released on 1997-11-14. Monte Carlo and Quasi-Monte Carlo Methods 1996 available in PDF, EPUB and Kindle. 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 2010
Monte Carlo and Quasi-Monte Carlo Methods 2010 - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Monte Carlo and Quasi-Monte Carlo Methods 2010 write by Leszek Plaskota. This book was released on 2012-08-23. Monte Carlo and Quasi-Monte Carlo Methods 2010 available in PDF, EPUB and Kindle. 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.
Monte Carlo and Quasi-Monte Carlo Methods 2006
Monte Carlo and Quasi-Monte Carlo Methods 2006 - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Monte Carlo and Quasi-Monte Carlo Methods 2006 write by Alexander Keller. This book was released on 2007-12-30. Monte Carlo and Quasi-Monte Carlo Methods 2006 available in PDF, EPUB and Kindle. 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.
