Monte-Carlo and Quasi-Monte Carlo Methods 1998: Proceedings of a Conference Held at the Claremont Graduate University, Claremont, California, Usa, Jun

ISBN-13: 9783540661764 / Angielski / Miękka / 1999 / 470 str.

H. Niederreiter; J. Spanier; Harald Niederreiter

Opis

This text covers topics such as such as multidimensional numerical integration, low-discrepancy point sets, random number generation and applications of Monte Carlo and quasi-Monte Carlo methods.

Blurb

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.