Uniform distribution and quasi-monte carlo methods: discrepancy, integration and applications
Éditeur :
De Gruyter
ISBN :
9783110317893
Date de publication :
26 mai 2014
Dimensions :
24,0 x 17,0 cm
Poids :
589 g
Langue :
Anglais
Pays d'origine :
Allemagne
As deterministic versions of the Monte Carlo method, quasi-Monte Carlo rules enjoy increasing popularity, with many applications in mathematical practice, such as: finance, computer graphics, and biology. In this title, the survey articles focus on number theoretic point constructions, uniform distribution theory, and quasi-Monte Carlo methods.