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wyszukanych pozycji: 5
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Introduction to Quasi-Monte Carlo Integration and Applications
ISBN: 9783319034249 / Angielski / Miękka / 2014 / 195 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The comprehensive treatment of the subject with detailed explanations comprises, for example, lattice rules, digital nets and sequences and discrepancy theory. It also presents methods currently used in research and discusses practical applications with an emphasis on finance-related problems. Each chapter closes with suggestions for further reading and with exercises which help students to arrive at a deeper understanding of the material presented.... This textbook introduces readers to the basic concepts of quasi-Monte Carlo methods for numerical integration and to the theory behind them. The co... |
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249,99 zł |
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Lattice Rules
ISBN: 9783031099533 / Angielski / Miękka / 2023 Termin realizacji zamówienia: ok. 20 dni roboczych. Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehensive treatment of the subject with detailed explanations of the basic concepts and the current methods used in research. This comprises, for example, error analysis in reproducing kernel Hilbert spaces, fast component-by-component constructions, the curse of dimensionality and tractability, weighted integration and approximation problems, and applications of lattice rules.
Lattice rules are a powerful and popular form of quasi-Monte Carlo rules based on multidimensional integration lattices. This book provides a comprehe...
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cena:
576,96 zł |
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Discrepancy Theory
ISBN: 9783110651157 / Angielski / Twarda / 2020 / 225 str. Termin realizacji zamówienia: ok. 22 dni roboczych. The contributions in this book focus on a variety of topics related to discrepancy theory, comprising Fourier techniques to analyze discrepancy, low discrepancy point sets for quasi-Monte Carlo integration, probabilistic discrepancy bounds, dispersion of point sets, pair correlation of sequences, integer points in convex bodies, discrepancy with respect to geometric shapes other than rectangular boxes, and also open problems in discrepany theory.
The contributions in this book focus on a variety of topics related to discrepancy theory, comprising Fourier techniques to analyze discrepancy, low d...
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cena:
601,68 zł |
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Monte Carlo and Quasi-Monte Carlo Methods: McQmc 2022, Linz, Austria, July 17-22
ISBN: 9783031597619 / Angielski Termin realizacji zamówienia: ok. 20 dni roboczych. |
cena:
884,70 zł |
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Uniform Distribution and Quasi-Monte Carlo Methods: Discrepancy, Integration and Applications
ISBN: 9783110317893 / Angielski / Twarda / 2014 / 269 str. Termin realizacji zamówienia: ok. 22 dni roboczych. 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... This book is summarizing the results of the workshop "Uniform Distribution and Quasi-Monte Carlo Methods" of the RICAM Special Semester on "Applica... |
cena:
773,65 zł |
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