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
Finance
Differential equations, partial
Probability Theory and Stochastic Processes
Engineering mathematics
Partial Differential Equations
Applications of Mathematics
Mathematics
Global analysis (Mathematics)
Quantitative Finance
Analysis
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Inhaltsangabe:
  • 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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