Strategies for Quasi-Monte Carlo by Bennett L. Fox.

Strategies for Quasi-Monte Carlo builds a framework to design and analyze strategies for randomized quasi-Monte Carlo (RQMC). One key to efficient simulation using RQMC is to structure problems to reveal a small set of important variables, their number being the effective dimension, while the other...

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Bibliographic Details
Main Author: Fox, Bennett L. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer US : Imprint: Springer, 1999.
Edition:1st ed. 1999.
Series:International Series in Operations Research & Management Science, 22
Springer eBook Collection.
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Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.