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 LowDimensionality  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  NonUniform LowDiscrepancy Sequence Generation and Integration of Singular Integrands  Construction of Good Rank1 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 QuasiMonte 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 ComponentbyComponent Construction, a Reprise for Different Kernels  A Reversible Jump MCMC Sampler for Object Detection in Image Processing  QuasiMonte Carlo for Integrands with Point Singularities at Unknown Locations  InfiniteDimensional HighlyUniform 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 QuasiMonte 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 JuanlesPins (France) in June 2004. The proceedings include carefully selected papers on many aspects of Monte Carlo methods, quasiMonte 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 ebooks 
Subject 
Science  Data processing  Congresses


Monte Carlo method  Congresses


Monte Carlo method.


Distribution (Probability theory)


Finance.


Monte Carlo Method


distribution (statisticsrelated concept)


MATHEMATICS  Probability & Statistics  General.


finance.


Monte Carlo method.


Monte Carlo method


Science  Data processing


Monte Carlomethode.

Genre/Form 
proceedings (reports)


Conference papers and proceedings


Conference papers and proceedings.


Actes de congrès.

Form 
Electronic book

Author 
Niederreiter, Harald, 1944


Talay, D. (Denis)


International Conference on Monte Carlo and QuasiMonte Carlo Methods in Scientific Computing (6th : 2004 : JuanlesPins, France)


International Conference on Monte Carlo and Probabilistic Methods for Partial Differential Equations (2nd : 2004 : JuanlesPins, France)

ISBN 
9783540311867 

3540311866 

3540255419 

9783540255413 

6610462151 

9786610462155 
