Uniform Distribution and Quasi-Monte Carlo Methods: Discrepancy, Integration and Applications

ISBN-13: 9783110317893 / Angielski / Twarda / 2014 / 269 str.

Peter Kritzer;Harald Niederreiter;Friedrich Pillichshammer

Opis

This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applications of Algebra and Number Theory" in October 2013. The survey articles in this book focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods. As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many fruitful applications in mathematical practice, as for example in finance, computer graphics, and biology. The goal of this book is to give an overview of recent developments in uniform distribution theory, quasi-Monte Carlo methods, and their applications, presented by leading experts in these vivid fields of research.

O autorze

Peter Kritzer, Harald Niederreiter, Friedrich Pillichshammer, and Arne Winterhof, JKU Linz, Austria.