Monte Carlo and Quasi-Monte Carlo Methods 2000 - neues Buch

EAN (ISBN-13): 9783642560460
Erscheinungsjahr: 2000
Herausgeber: Springer Berlin Heidelberg

Buch in der Datenbank seit 2017-01-07T19:05:22+01:00 (Berlin)
Detailseite zuletzt geändert am 2022-02-05T21:15:10+01:00 (Berlin)
ISBN/EAN: 9783642560460

ISBN - alternative Schreibweisen:
978-3-642-56046-0
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: tai, fred, walter john, walter schmitz
Titel des Buches: quasi quasi, china, monte carlo

---

Daten vom Verlag:

Autor/in: Kai-Tai Fang; Fred J. Hickernell; Harald Niederreiter
Titel: Monte Carlo and Quasi-Monte Carlo Methods 2000 - Proceedings of a Conference held at Hong Kong Baptist University, Hong Kong SAR, China, November 27 – December 1, 2000
Verlag: Springer; Springer Berlin
548 Seiten
Erscheinungsjahr: 2011-06-28
Berlin; Heidelberg; DE
Gedruckt / Hergestellt in Deutschland.
Sprache: Englisch
149,79 € (DE)
154,00 € (AT)
177,00 CHF (CH)
Available
XXII, 548 p. 5 illus.

EA; E107; eBook; Nonbooks, PBS / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Zahlentheorie; Verstehen; Erzeugung von Zufallszahlen; Monte Carlo Methods; Monte-Carlo Methoden; Numerical integration; Quasi-Monte-Carlo methods; Quasi-Monte-Carlo-Methoden; random number generation; scientific computing; simulation methods; C; Number Theory; Probability Theory and Stochastic Processes; Computational Mathematics and Numerical Analysis; Statistics and Computing/Statistics Programs; Number Theory; Probability Theory; Computational Mathematics and Numerical Analysis; Statistics and Computing; Mathematics and Statistics; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Numerische Mathematik; Mathematische und statistische Software; BC

Large Deviations in Rare Events Simulation: Examples, Counterexamples and Alternatives.- Some Applications of Quasi-Monte Carlo Methods in Statistics.- Some New Perspectives on the Method of Control Variates.- Optimal Summation and Integration by Deterministic, Randomized, and Quantum Algorithms.- Quasirandom Walk Methods.- Recent Advances in the Theory of Nonlinear Pseudorandom Number Generators.- QMC Integration — Beating Intractability by Weighting the Coordinate Directions.- Quasi-Monte Carlo — Discrepancy between Theory and Practice.- Efficient Monte Carlo Simulation Methods in Statistical Physics.- An Historical Overview of Lattice Point Sets.- Multicanonical Monte Carlo Simulations.- Pricing American Derivatives using Simulation: A Biased Low Approach.- Fast Evaluation of the Asian Basket Option by Singular Value Decomposition.- Relationships Between Uniformity, Aberration and Correlation in Regular Fractions 3s-1.- Uniformity in Fractional Factorials.- Another Random Scrambling of Digital (t, s)-Sequences.- Fast Generation of Randomized Low-Discrepancy Point Sets.- Obtaining O(N-2+?) Convergence for Lattice Quadrature Rules.- Efficient Bidirectional Path Tracing by Randomized Quasi-Monte Carlo Integration.- Residual Versus Error in Transport Problems.- Construction of Equidistributed Generators Based on Linear Recurrences Modulo 2.- Quasi-Regression and the Relative Importance of the ANOVA Components of a Function.- Variants of Transformed Density Rejection and Correlation Induction.- Using Discrepancy to Evaluate Fractional Factorial Designs.- A Parallel Quasi-Monte Carlo Method for Computing Extremal Eigenvalues.- A Nonempirical Test on the Weight of Pseudorandom Number Generators.- A Kronecker Product Construction for Digital Nets.- Parallel Quasi-Monte Carlo Methods on a Heterogeneous Cluster.- American Option Pricing: A Classification-Monte Carlo (CMC) Approach.- A Software Implementation of Niederreiter-Xing Sequences.- Average Case Complexity of Weighted Integration and Approximation over IRd with Isotropic Weight.- Using MCMC for Logistic Regression Model Selection Involving Large Number of Candidate Models.- Quasi-Monte Carlo Methods in Designs of Spatial Sampling Points.- Improving the Efficiency of the Two-stage Shrinkage Estimators Using Bootstrap Methods.- Tractability of Approximation and Integration for Weighted Tensor Product Problems over Unbounded Domains.- D-optimal Designs Based on Elementary Intervals for b-adic Haar Wavelet Regression Models.- On the Monte-Carlo Simulation of Several Regression Estimators in Nonlinear Time Series.