Description 
1 online resource (xii, 672 pages) : illustrations 
Contents 
Tutorials  Monte Carlo and QuasiMonte Carlo for Statistics  Monte Carlo Computation in Finance  Invited Articles  Particle Markov Chain Monte Carlo for Efficient Numerical Simulation  Computational Complexity of MetropolisHastings Methods in High Dimensions  On QuasiMonte Carlo Rules Achieving Higher Order Convergence  Sensitivity Estimates for Compound Sums  New Perspectives on (0)Sequences  Variable Subspace Sampling and Multilevel Algorithms  Markov Chain Monte Carlo Algorithms: Theory and Practice  MINT  New Features and New Results  Contributed Articles  Recursive Computation of ValueatRisk and Conditional ValueatRisk using MC and QMC  Adaptive Monte Carlo Algorithms Applied to Heterogeneous Transport Problems  Efficient Simulation of LightTailed Sums: an OldFolk Song Sung to a Faster New Tune ...  Distribution of Digital Explicit Inversive Pseudorandom Numbers and Their Binary Threshold Sequence  Extensions of Fibonacci Lattice Rules  Efficient Search for TwoDimensional Rank1 Lattices with Applications in Graphics  Parallel Random Number Generators Based on Large Order Multiple Recursive Generators  Efficient Numerical Inversion for Financial Simulations  Equidistribution Properties of Generalized Nets and Sequences  Implementation of a ComponentByComponent Algorithm to Generate Small LowDiscrepancy Samples  QuasiMonte Carlo Simulation of Diffusion in a Spatially Nonhomogeneous Medium  Discrepancy of TwoDimensional Digitally Shifted Hammersley Point Sets in Base  Vibrato Monte Carlo Sensitivities  The Weighted Variance Minimization in JumpDiffusion Stochastic Volatility Models  Nets and Maximized Minimum Distance, Part II  Automation of Statistical Tests on Randomness to Obtain Clearer Conclusion  On Subsequences of NiederreiterHalton Sequences  Correcting the Bias in Monte Carlo Estimators of Americanstyle Option Values  Fast Principal Components Analysis Method for Finance Problems With Unequal Time Steps  Adaptive Monte Carlo Algorithms for General Transport Problems  On ArrayRQMC for Markov Chains: Mapping Alternatives and Convergence Rates  Testing the Tests: Using Random Number Generators to Improve Empirical Tests  Stochastic Spectral Formulations for Elliptic Problems  Adaptive (Quasi )Monte Carlo Methods for Pricing PathDependent Options  Monte Carlo Simulation of Stochastic Integrals when the Cost of Function Evaluation Is Dimension Dependent  Recent Progress in Improvement of Extreme Discrepancy and Star Discrepancy of OneDimensional Sequences  Discrepancy of Hyperplane Nets and Cyclic Nets  A PRNG Specialized in Double Precision Floating Point Numbers Using an Affine Transition  On the Behavior of the Weighted Star Discrepancy Bounds for Shifted Lattice Rules  Ergodic Estimations of Upscaled Coefficients for Diffusion in Random Velocity Fields  Green's Functions by Monte Carlo  Tractability of Multivariate Integration for Weighted Korobov Spaces: My 15 Year Partnership with Ian Sloan 
Summary 
This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC)and QuasiMonte Carlo (QMC) Methods in Scientific Computing, held in Montreal (Canada) in July 2008. It covers the latest theoretical developments as well as important applications of these methods in different areas. It contains two tutorials, eight invited articles, and 32 carefully selected articles based on the 135 contributed presentations made at the conference. This conference is a major event in Monte Carlo methods and is the premiere event for quasiMonte Carlo and its combination with Monte Carlo. This series of proceedings volumes is the primary outlet for quasiMonte Carlo research 
Analysis 
Quasi Monte Carlo methods 

Scientific computing 
Notes 
"This book represents the refereed proceedings of the Eighth International Conference on Monte Carlo (MC) and QuasiMonte Carlo (QMC) Methods in Scientific Computing, held in Montreal (Canada) in July 2008"Page 4 of cover 
Bibliography 
Includes bibliographical references and index 
Notes 
Print version record 
In 
Springer eBooks 
Subject 
Science  Data processing  Congresses


Monte Carlo method  Congresses


Monte Carlo method.


Monte Carlo Method


Electronic Data Processing


computer science.


data processing.


SCIENCE  Study & Teaching.


Monte Carlo method.


Science  Data processing.


Monte Carlo method


Science  Data processing


MonteCarloSimulation

Genre/Form 
proceedings (reports)


Conference papers and proceedings


Conference papers and proceedings.


Actes de congrès.


Kongress.


Montréal (2008)

Form 
Electronic book

Author 
L'Écuyer, Pierre, 1950


Owen, Art B.

LC no. 
2009940794 
ISBN 
9783642041075 

3642041078 

9783642041068 

364204106X 
