Monte Carlo and Quasi-Monte Carlo Methods 2004

1. Person: Niederreiter, Harald [editor]
Weitere Körperschaften: SpringerLink (Online service)
Weitere Personen: Talay, Denis [editor]
Format: E-Buch
Sprache: English
Veröffentlicht: Berlin, Heidelberg Springer Berlin Heidelberg 2006, 2006
Beschreibung: X, 514 p. 73 illus online resource
Ausgabe: 1st ed. 2006
Schlagworte: Mathematical and Computational Engineering
Distribution (Probability theory
Differential equations, partial
Probability Theory and Stochastic Processes
Engineering mathematics
Partial Differential Equations
Applications of Mathematics
Global analysis (Mathematics)
Quantitative Finance
Online Zugang: Volltext
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020 |a 9783540311867 
100 1 |a Niederreiter, Harald  |e [editor] 
245 0 0 |a Monte Carlo and Quasi-Monte Carlo Methods 2004  |h Elektronische Ressource  |c edited by Harald Niederreiter, Denis Talay 
250 |a 1st ed. 2006 
260 |a Berlin, Heidelberg  |b Springer Berlin Heidelberg  |c 2006, 2006 
300 |a X, 514 p. 73 illus  |b online resource 
505 0 |a 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  
505 0 |a 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 --  
653 |a Mathematical and Computational Engineering 
653 |a Distribution (Probability theory 
653 |a Finance 
653 |a Differential equations, partial 
653 |a Probability Theory and Stochastic Processes 
653 |a Engineering mathematics 
653 |a Partial Differential Equations 
653 |a Applications of Mathematics 
653 |a Mathematics 
653 |a Global analysis (Mathematics) 
653 |a Quantitative Finance 
653 |a Analysis 
700 1 |a Talay, Denis  |e [editor] 
710 2 |a SpringerLink (Online service) 
041 0 7 |a eng  |2 ISO 639-2 
989 |b Springer  |a Springer eBooks 2005- 
856 |u  |x Verlag  |3 Volltext 
082 0 |a 519.2 

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