Introduction to Quasi-Monte Carlo Integration and Applications

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....

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Bibliographic Details
Main Authors: Leobacher, Gunther (Author), Pillichshammer, Friedrich (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Birkhäuser, 2014.
Series:Compact Textbooks in Mathematics,
Subjects:
Online Access:Full Text via HEAL-Link

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