+612 9045 4394
 
CHECKOUT
$7.95 Delivery per order to Australia and New Zealand
100% Australian owned
Over a hundred thousand in-stock titles ready to ship
Monte-Carlo and Quasi-Monte Carlo Methods 1998 : Proceedings of a Conference Held at the Claremont Graduate University, Claremont, California, U. S. A., June 22-26, 1998 :  Proceedings of a Conference Held at the Claremont Graduate University, Claremont, California, U. S. A., June 22-26, 1998 - Harald Niederreiter

Monte-Carlo and Quasi-Monte Carlo Methods 1998 : Proceedings of a Conference Held at the Claremont Graduate University, Claremont, California, U. S. A., June 22-26, 1998

Proceedings of a Conference Held at the Claremont Graduate University, Claremont, California, U. S. A., June 22-26, 1998

By: Harald Niederreiter (Editor), Jerome Spanier (Editor)

Paperback Published: 1999
ISBN: 9783540661764
Number Of Pages: 470

Share This Book:

Paperback

$125.05
or 4 easy payments of $31.26 with Learn more
Ships in 10 to 15 business days

Earn 250 Qantas Points
on this Book

This book represents the refereed proceedings of the Third International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held at Claremont Graduate University in 1998. An important feature are invited surveys of the state of the art in key areas such as multidimensional numerical integration, low-discrepancy point sets, random number generation, and applications of Monte Carlo and quasi-Monte Carlo methods. These proceedings include also carefully selected contributed papers on all aspects of Monte Carlo and quasi-Monte Carlo methods. The reader will be informed about current research in this very active area.

Preface
Conference Participants
Adaptively Learning an Importance Function Using Transport Constrained Monte Carlop. 1
What Affects the Accuracy of Quasi-Monte Carlo Quadrature?p. 16
Dynamic Creation of Pseudorandom Number Generatorsp. 56
Constructions of (t, m, s)-Netsp. 70
Monte Carlo, Quasi-Monte Carlo, and Randomized Quasi-Monte Carlop. 86
Geometrically Convergent Learning Algorithms for Global Solutions of Transport Problemsp. 98
Efficiency of Quasi-Monte Carlo Algorithms for High Dimensional Integralsp. 114
Domain Decomposition Methods for Parallel Laser-Tissue Models with Monte Carlo Transportp. 137
Pricing Complex Barrier Options with General Features Using Sharp Large Deviation Estimatesp. 149
Application of Quasi-Monte Carlo Sampling to the Multi Path Method for Radiosityp. 163
Semi-Monte Carlo Light Tracing Applied to the Study of Road Visibility in Fogp. 177
Quasi-Monte Carlo Node Sets from Linear Congruential Generatorsp. 188
Methods for Generating Random Orthogonal Matricesp. 199
Comparison of Monte Carlo Algorithms for Obtaining Geometric Convergence for Model Transport Problemsp. 214
Wavelet Monte Carlo Methods for the Global Solution of Integral Equationsp. 227
Sequential Correlated Sampling Methods for Some Transport Problemsp. 238
Error Analysis of Sequential Monte Carlo Methods for Transport Problemsp. 252
Adaptive Importance Sampling Algorithms for Transport Problemsp. 273
Applications of Monte Carlo/Quasi-Monte Carlo Methods in Finance: Option Pricingp. 284
A Discrepancy-Based Analysis of Figures of Merit for Lattice Rulesp. 296
Grid-Free Simulation of Convection-Diffusionp. 311
A Comparison of Monte Carlo, Lattice Rules and Other Low-Discrepancy Point Setsp. 326
Higher-Dimensional Properties of Non-Uniform Pseudo-Random Variatesp. 341
Quasi-Monte Carlo Simulation Methods for Measurement Uncertaintyp. 356
Linear Programming Bounds for Ordered Orthogonal Arrays and (T, M, S)-Netsp. 368
A Practical Approach to the Error Estimation of Quasi-Monte Carlo Integrationsp. 377
Applications of a Hybrid-Monte Carlo Sequence to Option Pricingp. 391
Monte Carlo Simulation of Photometrical Measurements in Fogp. 407
Variance Reduction Techniques for Large Scale Risk Managementp. 419
Improvements and Extensions of the "Salzburg Tables" by Using Irreducible Polynomialsp. 436
A LeVeque-Type Lower Bound for Discrepancyp. 448
The Diaphony and the Star-Diaphony of Some Two-Dimensional Sequencesp. 459
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9783540661764
ISBN-10: 354066176X
Audience: General
Format: Paperback
Language: English
Number Of Pages: 470
Published: 1999
Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg
Country of Publication: DE
Dimensions (cm): 23.39 x 15.6  x 2.49
Weight (kg): 0.68

Earn 250 Qantas Points
on this Book