Monte Carlo and Quasi-Monte Carlo Methods 1996 Proceedings of a Conference at the University of Salzburg, Austria, July 9-12, 1996

Monte Carlo and Quasi-Monte Carlo Methods 1996 Proceedings of a Conference at the University of Salzburg, Austria, July 9-12, 1996 / edited by Harald Niederreiter, Peter Hellekalek, Gerhard Larcher, Peter Zinterhof.

Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This volume contains the refereed proceedings of the Second International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing which was held...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Niederreiter, Harald (Editor), Hellekalek, Peter (Editor), Larcher, Gerhard (Editor), Zinterhof, Peter (Editor)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 1998.
Edition:1st ed. 1998.
Series:Lecture Notes in Statistics, 127
Springer eBook Collection.
Subjects:
Applied mathematics.
Engineering mathematics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Invited Papers
  • A Comparison of Some Monte Carlo and Quasi Monte Carlo Techniques for Option Pricing
  • Monte Carlo Methods: A Powerful Tool of Statistical Physics
  • Binary Search Trees Based on Weyl and Lehmer Sequences
  • A Survey of Quadratic and Inversive Congruential Pseudorandom Numbers
  • A Look at Multilevel Splitting
  • On the Distribution of Digital Sequences
  • Random Number Generators and Empirical Tests
  • The Algebraic-Geometry Approach to Low-Discrepancy Sequences
  • Contributed Papers
  • A Monte Carlo Estimator Based on a State Space Decomposition Methodology for Flow Network Reliability
  • Monte Carlo and Quasi-Monte Carlo Algorithms for a Linear Integro-Differential Equation
  • A Numerical Approach for Determination of Sources in Reactive Transport Equations
  • Monte Carlo Algorithms for Calculating Eigenvalues
  • Construction of Digital Nets from BCH-Codes
  • Discrepancy Lower Bounds for Special Quasi-Random Sequences
  • Computing Discrepancies Related to Spaces of Smooth Periodic Functions
  • On Correlation Analysis of Pseudorandom Numbers
  • Quasi-Monte Carlo, Discrepancies and Error Estimates
  • The Quasi-Random Walk
  • Comparison of Independent and Stratified Sampling Schemes in Problems of Global Optimization
  • The Rate of Convergence to a Stable Law for the Random Sum of IID Random Variables
  • Some Bounds on the Figure of Merit of a Lattice Rule
  • Quasi-Monte Carlo Integration of Digitally Smooth Functions by Digital Nets
  • Weak Limits for the Diaphony
  • Quasi-Monte Carlo Simulation of Random Walks in Finance
  • Error Estimation for Quasi-Monte Carlo Methods
  • Shift-Nets: A New Class of Binary Digital (tms)-Nets
  • General Sequential Sampling Techniques for Monte Carlo Simulations: Part I - Matrix Problems
  • Quasi-Monte Carlo Methods for Integral Equations
  • Quadratic Congruential Generators with Odd Composite Modulus
  • A New Permutation Choice in Halton Sequences
  • Optimal U-Type Designs.

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