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
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  • 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 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

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