Introduction to Quasi-Monte Carlo Integration and Applications

• Κύριοι συγγραφείς: Leobacher, Gunther (Συγγραφέας), Pillichshammer, Friedrich (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Birkhäuser, 2014.
• Σειρά: Compact Textbooks in Mathematics,
• Θέματα: Mathematics.; Economics, Mathematical.; Numerical analysis.; Number theory.; Number Theory.; Numerical Analysis.; Quantitative Finance.

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....