| Description |
1 online resource (ix, 514 pages) : illustrations |
| Contents |
Invariance Principles with Logarithmic Averaging for Ergodic Simulations -- Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains -- Weak Approximation of Stopped Dffusions -- Approximation of Stochastic Programming Problems -- The Asymptotic Distribution of Quadratic Discrepancies -- Weighted Star Discrepancy of Digital Nets in Prime Bases -- Explaining Effective Low-Dimensionality -- Selection Criteria for (Random) Generation of Digital (0,s)-Sequences -- Imaging of a Dissipative Layer in a Random Medium Using a Time Reversal Method -- A Stochastic Numerical Method for Diffusion Equations and Applications to Spatially Inhomogeneous Coagulation Processes -- Non-Uniform Low-Discrepancy Sequence Generation and Integration of Singular Integrands -- Construction of Good Rank-1 Lattice Rules Based on the Weighted Star Discrepancy -- Probabilistic Approximation via Spatial Derivation of Some Nonlinear Parabolic Evolution Equations -- Myths of Computer Graphics -- Illumination in the Presence of Weak Singularities -- Irradiance Filtering for Monte Carlo Ray Tracing -- On the Star Discrepancy of Digital Nets and Sequences in Three Dimensions -- Lattice Rules for Multivariate Approximation in the Worst Case Setting -- Randomized Quasi-Monte Carlo Simulation of Markov Chains with an Ordered State Space -- Experimental Designs Using Digital Nets with Small Numbers of Points -- Concentration Inequalities for Euler Schemes -- Fast Component-by-Component Construction, a Reprise for Different Kernels -- A Reversible Jump MCMC Sampler for Object Detection in Image Processing -- Quasi-Monte Carlo for Integrands with Point Singularities at Unknown Locations -- Infinite-Dimensional Highly-Uniform Point Sets Defined via Linear Recurrences in mathbb{F}_{2 w } |
| Summary |
"This book represents the refereed proceedings of the Sixth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing and of the Second International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations. These conferences were held jointly at Juan-les-Pins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasi-Monte Carlo methods, and the numerical solution of partial differential equations. The reader will be informed about current research in these very active areas."--Publisher description |
| Bibliography |
Includes bibliographical references |
| Notes |
Print version record |
| In |
Springer e-books |
| Subject |
Science -- Data processing -- Congresses
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Monte Carlo method -- Congresses
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Monte Carlo method.
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Distribution (Probability theory)
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Finance.
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Monte Carlo Method
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distribution (statistics-related concept)
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finance.
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MATHEMATICS -- Probability & Statistics -- General.
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Monte Carlo method.
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Ciencia -- Datos-Tratamiento -- Congresos
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Método de Monte Carlo -- Congresos
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Monte Carlo method
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Science -- Data processing
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Monte Carlo-methode.
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| Genre/Form |
proceedings (reports)
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Conference papers and proceedings
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Conference papers and proceedings.
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Actes de congrès.
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| Form |
Electronic book
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| Author |
Niederreiter, Harald, 1944-
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Talay, D. (Denis)
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International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing (6th : 2004 : Juan-les-Pins, France)
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International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations (2nd : 2004 : Juan-les-Pins, France)
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| ISBN |
9783540311867 |
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3540311866 |
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3540255419 |
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9783540255413 |
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6610462151 |
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9786610462155 |
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