Monte Carlo and Quasi-Monte Carlo Methods MCQMC 2016, Stanford, CA, August 14-19 /

This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Owen, Art B. (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Glynn, Peter W. (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
Έκδοση:1st ed. 2018.
Σειρά:Springer Proceedings in Mathematics & Statistics, 241
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
Περιγραφή
Περίληψη:This book presents the refereed proceedings of the Twelfth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at Stanford University (California) in August 2016. These biennial conferences are major events for Monte Carlo and quasi-Monte Carlo researchers. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. Offering information on the latest developments in these very active areas, this book is an excellent reference resource for theoreticians and practitioners interested in solving high-dimensional computational problems, arising in particular, in finance, statistics, computer graphics and the solution of PDEs.
Φυσική περιγραφή:XI, 479 p. 66 illus., 45 illus. in color. online resource.
ISBN:9783319914367
ISSN:2194-1009 ;
DOI:10.1007/978-3-319-91436-7